KSM MUTUAL (Israel) Risk Analysis And Volatility

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

KSM MUTUAL FUNDS Technical Analysis

Transformation
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KSM MUTUAL Projected Return Density Against Market

Assuming 30 trading days horizon, KSM MUTUAL has beta of 0.0 indicating the returns on DOW and KSM MUTUAL do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of KSM MUTUAL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KSM MUTUAL FUNDS L is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KSM MUTUAL Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.4789% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

KSM MUTUAL Investment Opportunity

DOW has a standard deviation of returns of 0.48 and is 9.223372036854776E16 times more volatile than KSM MUTUAL FUNDS L. of all equities and portfolios are less risky than KSM MUTUAL. Compared to the overall equity markets, volatility of historical daily returns of KSM MUTUAL FUNDS L is lower than 0 () of all global equities and portfolios over the last 30 days.

KSM MUTUAL Current Risk Indicators

KSM MUTUAL Suggested Diversification Pairs

See also Stocks Correlation. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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