KSSP 186 (Israel) Risk Analysis And Volatility Evaluation

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 (0.008528) and Mean Deviation of 0.3842 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, KSSP 186 returns are expected to increase less than the market. However during bear market, the loss on holding KSSP 186 will be expected to be smaller as well.
2 Months Beta |Analyze KSSP-186 Demand Trend
Check current 30 days KSSP 186 correlation with market (DOW)
β = 0.0114

KSSP 186 Central Daily Price Deviation

KSSP-186 Technical Analysis

Transformation
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KSSP 186 Projected Return Density Against Market

Assuming 30 trading days horizon, KSSP 186 has beta of 0.0114 indicating as returns on market go up, KSSP 186 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KSSP-186 will be expected to be much smaller as well. Additionally, KSSP-186 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0071
β
Beta against DOW=0.0114
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

KSSP 186 Return Volatility

KSSP-186 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KSSP 186 Investment Opportunity

DOW has a standard deviation of returns of 1.29 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, KSSP 186 returns are expected to increase less than the market. However during bear market, the loss on holding KSSP 186 will be expected to be smaller as well.

KSSP 186 correlation with market

correlation synergy
Significant 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 Volatility Indicators

KSSP-186 Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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