KSNAS 54 (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 KSNAS 54 which you can use to evaluate future volatility of the organization. Please verify KSNAS-54 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KSNAS-54 Technical Analysis

Transformation
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KSNAS 54 Projected Return Density Against Market

Assuming 30 trading days horizon, KSNAS 54 has beta of 0.0 indicating the returns on DOW and KSNAS 54 do not appear to be 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

KSNAS 54 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KSNAS 54 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than KSNAS-54. 0% of all equities and portfolios are less risky than KSNAS 54. Compared to the overall equity markets, volatility of historical daily returns of KSNAS-54 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KSNAS 54 Volatility Indicators

KSNAS-54 Current Risk Indicators

Please see also Stocks Correlation. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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