MTBGLN 5 (Israel) Risk Analysis And Volatility Evaluation

MTBGLN-5 -- Israel ETF  

ILS 26,519  0.00  0.00%

Our way of 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 MTBGLN 5 which you can use to evaluate future volatility of the organization. Please verify MTBGLN-5 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MTBGLN-5 Technical Analysis

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.

MTBGLN 5 Projected Return Density Against Market

Assuming 30 trading days horizon, MTBGLN 5 has beta of 0.0 indicating unless we do not have required data, the returns on DOW and MTBGLN 5 are completely uncorrelated. Furthermore, MTBGLN-5It does not look like MTBGLN 5 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

MTBGLN 5 Return Volatility

MTBGLN-5 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Did you try this?

Run Insider Screener Now


Insider Screener

Find insiders across different sectors to evaluate their impact on performance
All  Next Launch Insider Screener

Investment Outlook

MTBGLN 5 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than MTBGLN-5. 0% of all equities and portfolios are less risky than MTBGLN 5. Compared to the overall equity markets, volatility of historical daily returns of MTBGLN-5 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

MTBGLN 5 Volatility Indicators

MTBGLN-5 Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.