KOIL 100 (Israel) Risk Analysis And Volatility

KOIL-100 -- Israel ETF  

ILS 42,814  459.00  1.08%

Our philosophy in 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 KOIL 100 which you can use to evaluate future volatility of the organization. Please verify KOIL-100 Mean Deviation of 0.2405 and Risk Adjusted Performance of 0.0317 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KOIL 100 Market Sensitivity

As returns on market increase, KOIL 100 returns are expected to increase less than the market. However during bear market, the loss on holding KOIL 100 will be expected to be smaller as well.
2 Months Beta |Analyze KOIL-100 Demand Trend
Check current 30 days KOIL 100 correlation with market (DOW)
β = 0.1488

KOIL 100 Central Daily Price Deviation

KOIL-100 Technical Analysis

Transformation
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KOIL 100 Projected Return Density Against Market

Assuming 30 trading days horizon, KOIL 100 has beta of 0.1488 indicating as returns on market go up, KOIL 100 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KOIL-100 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. KOIL-100 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0083
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.3

KOIL 100 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KOIL 100 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than KOIL-100. 0% of all equities and portfolios are less risky than KOIL 100. Compared to the overall equity markets, volatility of historical daily returns of KOIL-100 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KOIL-100 to enhance returns of your portfolios. The etf experiences large bullish trend. Check odds of KOIL 100 to be traded at S47095.4 in 30 days. . As returns on market increase, KOIL 100 returns are expected to increase less than the market. However during bear market, the loss on holding KOIL 100 will be expected to be smaller as well.

KOIL 100 correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding KOIL-100 and equity matching DJI index in the same portfolio.

KOIL 100 Volatility Indicators

KOIL-100 Current Risk Indicators

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