KGLL 96 (Israel) Risk Analysis And Volatility Evaluation

KGLL-96 -- Israel ETF  

ILS 214,543  0.00  0.00%

Our way of 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 KGLL 96 which you can use to evaluate future volatility of the organization. Please verify KGLL-96 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KGLL-96 Technical Analysis

Transformation
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KGLL 96 Projected Return Density Against Market

Assuming 30 trading days horizon, KGLL 96 has beta of 0.0 indicating unless we do not have required data, the returns on DOW and KGLL 96 are completely uncorrelated. Furthermore, KGLL-96It does not look like KGLL 96 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KGLL 96 Return Volatility

KGLL-96 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KGLL 96 Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than KGLL-96. 0% of all equities and portfolios are less risky than KGLL 96. Compared to the overall equity markets, volatility of historical daily returns of KGLL-96 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KGLL 96 Volatility Indicators

KGLL-96 Current Risk Indicators

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