KOIL 100 (Israel) Risk Analysis And Volatility Evaluation

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 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 Technical Analysis

Transformation
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KOIL 100 Projected Return Density Against Market

Assuming 30 trading days horizon, KOIL 100 has beta of 0.0 indicating unless we do not have required data, the returns on DOW and KOIL 100 are completely uncorrelated. Furthermore, KOIL-100It does not look like KOIL 100 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

KOIL 100 Return Volatility

KOIL-100 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Correlation Analysis

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Investment Outlook

KOIL 100 Investment Opportunity

DOW has a standard deviation of returns of 1.06 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.

KOIL 100 Volatility Indicators

KOIL-100 Current Risk Indicators

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