KS500 39 (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 KS500 39 which you can use to evaluate future volatility of the organization. Please verify KS500-39 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KS500-39 Technical Analysis

Transformation
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KS500 39 Projected Return Density Against Market

Assuming 30 trading days horizon, KS500 39 has beta of 0.0 indicating the returns on DOW and KS500 39 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KS500 39 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

KS500 39 Investment Opportunity

DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than KS500-39. 0% of all equities and portfolios are less risky than KS500 39. Compared to the overall equity markets, volatility of historical daily returns of KS500-39 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KS500 39 Current Risk Indicators

KS500 39 Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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