LIGD L (Israel) Risk Analysis And Volatility Evaluation

Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for LIGD L which you can use to evaluate future volatility of the firm. Please verify LIGD-L to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LIGD-L Technical Analysis

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LIGD L Projected Return Density Against Market

Assuming 30 trading days horizon, LIGD L has beta of 0.0 indicating unless we do not have required data, the returns on DOW and LIGD L are completely uncorrelated. Furthermore, LIGD-LIt does not look like LIGD L alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

LIGD L Return Volatility

LIGD-L accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

LIGD L Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than LIGD-L. 0% of all equities and portfolios are less risky than LIGD L. Compared to the overall equity markets, volatility of historical daily returns of LIGD-L is lower than 0 (%) of all global equities and portfolios over the last 30 days.

LIGD L Volatility Indicators

LIGD-L Current Risk Indicators

Please see also Stocks Correlation. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.