KSM 195 (Israel) Risk Analysis And Volatility Evaluation

KSM-195 -- Israel ETF  

ILS 4,568  101.00  2.26%

Our approach towards 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 KSM 195 which you can use to evaluate future volatility of the organization. Please verify KSM-195 Risk Adjusted Performance of 0.1026 and Mean Deviation of 0.2008 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KSM 195 Market Sensitivity

As returns on market increase, returns on owning KSM 195 are expected to decrease at a much smaller rate. During bear market, KSM 195 is likely to outperform the market.
2 Months Beta |Analyze KSM-195 Demand Trend
Check current 30 days KSM 195 correlation with market (DOW)
β = -0.0461

KSM 195 Central Daily Price Deviation

KSM-195 Technical Analysis

Transformation
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KSM 195 Projected Return Density Against Market

Assuming 30 trading days horizon, KSM-195 has beta of -0.0461 indicating as returns on benchmark increase, returns on holding KSM 195 are expected to decrease at a much smaller rate. During bear market, however, KSM-195 is likely to outperform the market. Moreover, KSM-195 has an alpha of 0.0372 implying that it can potentially generate 0.0372% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0372
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

KSM 195 Return Volatility

KSM-195 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KSM 195 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than KSM-195. 0% of all equities and portfolios are less risky than KSM 195. Compared to the overall equity markets, volatility of historical daily returns of KSM-195 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KSM-195 to enhance returns of your portfolios. The etf experiences unexpected upward trend. Watch out for market signals. Check odds of KSM 195 to be traded at S5481.6 in 30 days. As returns on market increase, returns on owning KSM 195 are expected to decrease at a much smaller rate. During bear market, KSM 195 is likely to outperform the market.

KSM 195 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding KSM-195 and equity matching DJI index in the same portfolio.

KSM 195 Volatility Indicators

KSM-195 Current Risk Indicators

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