KSMC 123 (Israel) Risk Analysis And Volatility Evaluation

KSMC-123 -- Israel ETF  

ILS 9,560  192.00  1.97%

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 KSMC 123 which you can use to evaluate future volatility of the organization. Please verify KSMC-123 Risk Adjusted Performance of 0.22 and Mean Deviation of 0.8638 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KSMC 123 Market Sensitivity

As returns on market increase, KSMC 123 returns are expected to increase less than the market. However during bear market, the loss on holding KSMC 123 will be expected to be smaller as well.
One Month Beta |Analyze KSMC-123 Demand Trend
Check current 30 days KSMC 123 correlation with market (DOW)
β = 0.0684
KSMC 123 Small BetaKSMC-123 Beta Legend

KSMC-123 Technical Analysis

Transformation
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KSMC 123 Projected Return Density Against Market

Assuming 30 trading days horizon, KSMC 123 has beta of 0.0684 indicating as returns on market go up, KSMC 123 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KSMC-123 will be expected to be much smaller as well. Additionally, KSMC-123 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.26
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

KSMC 123 Return Volatility

KSMC-123 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KSMC 123 Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than KSMC-123. 0% of all equities and portfolios are less risky than KSMC 123. Compared to the overall equity markets, volatility of historical daily returns of KSMC-123 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KSMC-123 to protect against small markets fluctuations. The etf experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of KSMC 123 to be traded at S9273.2 in 30 days. As returns on market increase, KSMC 123 returns are expected to increase less than the market. However during bear market, the loss on holding KSMC 123 will be expected to be smaller as well.

KSMC 123 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding KSMC-123 and equity matching DJI index in the same portfolio.

KSMC 123 Volatility Indicators

KSMC-123 Current Risk Indicators

Please see also Stocks Correlation. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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