KGLL 96 (Israel) Risk Analysis And Volatility

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

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.

KGLL 96 Projected Return Density Against Market

Assuming 30 trading days horizon, KGLL 96 has beta of 0.0 indicating the returns on DOW and KGLL 96 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 
Assuming 30 trading days horizon, the coefficient of variation of KGLL 96 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KGLL-96 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

KGLL 96 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5839% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

KGLL 96 Investment Opportunity

DOW has a standard deviation of returns of 0.58 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 Current Risk Indicators

KGLL 96 Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.