Ksm Mutual (Israel) Price History
If you're considering investing in Ksm Etf, it is important to understand the factors that can impact its price. We consider Ksm Mutual very steady. Ksm Mutual Funds has Sharpe Ratio of 0.0339, which conveys that the entity had a 0.0339% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ksm Mutual, which you can use to evaluate the volatility of the etf. Please verify Ksm Mutual's Downside Deviation of 1.82, mean deviation of 1.31, and Risk Adjusted Performance of 0.0277 to check out if the risk estimate we provide is consistent with the expected return of 0.0601%.
Ksm Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
Ksm |
Sharpe Ratio = 0.0339
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | KSM-F104 | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.77 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Ksm Mutual is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ksm Mutual by adding it to a well-diversified portfolio.
Ksm Mutual Etf Price History Chart
There are several ways to analyze Ksm Mutual Funds Etf price data. The simplest method is using a basic Ksm candlestick price chart, which shows Ksm Mutual price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
No Historical data is available at this time
| TWII | 2.72 | ||||
| KLTE | 1.55 | ||||
| APACXJ | 1.44 | ||||
| ASCX | 1.30 | ||||
| OSEFX | 1.04 | ||||
| PSEI | 1.01 | ||||
| ISEQ 20 | 0.96 | ||||
| Budapest | 0.66 | ||||
| RTSI | 0.66 | ||||
| PX | 0.49 | ||||
| IDX 30 | 0.44 | ||||
| SET | 0.27 | ||||
| BETNG | 0.1 | ||||
| AXDI | 0.08 | ||||
| ATG | 0.06 | ||||
| BELS | 0.03 | ||||
| MERV | 0.00 | ||||
| ATX | 0.02 | ||||
| CROBEX | 0.05 | ||||
| NYA | 0.19 | ||||
| GDAXI | 0.27 | ||||
| MXX | 0.30 | ||||
| CFMDIVO | 0.34 | ||||
| XELKT | 0.41 | ||||
| IBEX 35 | 0.43 | ||||
| IMAT | 0.49 | ||||
| SLI | 0.69 | ||||
| WIG 30 | 0.89 | ||||
| PSI 20 | 0.95 | ||||
| Tel Aviv | 1.13 | ||||
| HNX 30 | 2.01 |
Did you try this?
Run Stocks Directory Now
Stocks DirectoryFind actively traded stocks across global markets |
| All Next | Launch Module |
Ksm Mutual Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Ksm Mutual's price direction in advance. Along with the technical and fundamental analysis of Ksm Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Ksm to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0277 | |||
| Jensen Alpha | 0.0513 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (3.29) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Ksm Mutual Funds information on this page should be used as a complementary analysis to other Ksm Mutual's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.