KSSP 186 (Israel) Risk Analysis And Volatility

KSSP-186 -- Israel ETF  

ILS 1,667  14.00  0.85%

Our way in which we are 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 KSSP 186 which you can use to evaluate future volatility of the organization. Please verify KSSP-186 Risk Adjusted Performance of 0.0404 and Mean Deviation of 0.4219 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KSSP 186 Market Sensitivity

As returns on market increase, returns on owning KSSP 186 are expected to decrease at a much smaller rate. During bear market, KSSP 186 is likely to outperform the market.
2 Months Beta |Analyze KSSP-186 Demand Trend
Check current 30 days KSSP 186 correlation with market (DOW)
β = -0.0592

KSSP 186 Central Daily Price Deviation

KSSP-186 Technical Analysis

Transformation
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.

KSSP 186 Projected Return Density Against Market

Assuming 30 trading days horizon, KSSP-186 has beta of -0.0592 indicating as returns on benchmark increase, returns on holding KSSP 186 are expected to decrease at a much smaller rate. During bear market, however, KSSP-186 is likely to outperform the market. Moreover, The company has an alpha of 0.036 implying that it can potentially generate 0.036% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.036
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

KSSP 186 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5839% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

KSSP 186 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than KSSP-186. 0% of all equities and portfolios are less risky than KSSP 186. Compared to the overall equity markets, volatility of historical daily returns of KSSP-186 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KSSP-186 to enhance returns of your portfolios. The etf experiences moderate upward volatility. Check odds of KSSP 186 to be traded at S1833.7 in 30 days. . As returns on market increase, returns on owning KSSP 186 are expected to decrease at a much smaller rate. During bear market, KSSP 186 is likely to outperform the market.

KSSP 186 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding KSSP-186 and equity matching DJI index in the same portfolio.

KSSP 186 Current Risk Indicators

KSSP 186 Suggested Diversification Pairs

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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