KSMD 147 (Israel) Risk Analysis And Volatility

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 KSMD 147 which you can use to evaluate future volatility of the organization. Please verify KSMD-147 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KSMD-147 Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

KSMD 147 Projected Return Density Against Market

Assuming 30 trading days horizon, KSMD 147 has beta of 0.0 indicating the returns on DOW and KSMD 147 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

KSMD 147 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

KSMD 147 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than KSMD-147. 0% of all equities and portfolios are less risky than KSMD 147. Compared to the overall equity markets, volatility of historical daily returns of KSMD-147 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KSMD 147 Current Risk Indicators

KSMD 147 Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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