EURKSMCR (Israel) Risk Analysis And Volatility

Our approach towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for EURKSMCR CD S2 which you can use to evaluate future volatility of the firm. Please confirm EURKSMCR CD S2 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

EURKSMCR CD S2 Technical Analysis

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EURKSMCR Projected Return Density Against Market

Assuming 30 trading days horizon, EURKSMCR has beta of 0.0 indicating the returns on DOW and EURKSMCR do not appear to be highly-sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

EURKSMCR Return Volatility

the firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

EURKSMCR Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than EURKSMCR CD S2. 0% of all equities and portfolios are less risky than EURKSMCR. Compared to the overall equity markets, volatility of historical daily returns of EURKSMCR CD S2 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

EURKSMCR Volatility Indicators

EURKSMCR CD S2 Current Risk Indicators

Please see also Stocks Correlation. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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