KSM 195 (Israel) Risk Analysis And Volatility

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 (0.001737) and Mean Deviation of 0.1027 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 = -0.0012

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 -0.0012 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. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. KSM-195 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0087
β
Beta against DOW=0.0012
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

KSM 195 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

KSM 195 Investment Opportunity

DOW has a standard deviation of returns of 0.57 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.

KSM 195 Current Risk Indicators

KSM 195 Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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