KSNAS 54 (Israel) Risk Analysis And Volatility Evaluation

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 unless we do not have required data, the returns on DOW and KSNAS 54 are completely uncorrelated. Furthermore, KSNAS-54It does not look like KSNAS 54 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

KSNAS-54 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% 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 1.06 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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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