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 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 Technical Analysis

Transformation
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KSM 195 Projected Return Density Against Market

Assuming 30 trading days horizon, KSM 195 has beta of 0.0 indicating unless we do not have required data, the returns on DOW and KSM 195 are completely uncorrelated. Furthermore, KSM-195It does not look like KSM 195 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

KSM 195 Return Volatility

KSM-195 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% 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 1.06 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 Volatility Indicators

KSM-195 Current Risk Indicators

Please see also Stocks Correlation. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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