BK LEUMI (Israel) Risk Analysis And Volatility

Our way in which we are foreseeing 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 BK LEUMI which you can use to evaluate future volatility of the firm. Please confirm BK LEUMI LE ISRAEL to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BK LEUMI LE Technical Analysis

Transformation
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BK LEUMI Projected Return Density Against Market

Assuming 30 trading days horizon, BK LEUMI has beta of 0.0 indicating the returns on DOW and BK LEUMI do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BK LEUMI is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BK LEUMI LE ISRAEL is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BK LEUMI Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7178% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

BK LEUMI Investment Opportunity

DOW has a standard deviation of returns of 0.72 and is 9.223372036854776E16 times more volatile than BK LEUMI LE ISRAEL. of all equities and portfolios are less risky than BK LEUMI. Compared to the overall equity markets, volatility of historical daily returns of BK LEUMI LE ISRAEL is lower than 0 () of all global equities and portfolios over the last 30 days.

BK LEUMI Current Risk Indicators

BK LEUMI Suggested Diversification Pairs

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