KDJI 117 (Israel) Risk Analysis And Volatility

Our philosophy towards estimating volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for KDJI 117 which you can use to evaluate future volatility of the organization. Please verify KDJI-117 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KDJI-117 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

KDJI 117 Projected Return Density Against Market

Assuming 30 trading days horizon, KDJI 117 has beta of 0.0 indicating the returns on DOW and KDJI 117 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of KDJI 117 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KDJI-117 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KDJI 117 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6323% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Companies Directory Now

   

Companies Directory

Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
All  Next Launch Companies Directory

Investment Outlook

KDJI 117 Investment Opportunity

DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than KDJI-117. 0% of all equities and portfolios are less risky than KDJI 117. Compared to the overall equity markets, volatility of historical daily returns of KDJI-117 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KDJI 117 Volatility Indicators

KDJI-117 Current Risk Indicators

Please see also Stocks Correlation. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Search macroaxis.com