MIZRAHI TEFAHOT (Israel) Risk Analysis And Volatility

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 MIZRAHI TEFAHOT which you can use to evaluate future volatility of the firm. Please verify MIZRAHI TEFAHOT BK to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MIZRAHI TEFAHOT BK Technical Analysis

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MIZRAHI TEFAHOT Projected Return Density Against Market

Assuming 30 trading days horizon, MIZRAHI TEFAHOT has beta of 0.0 indicating the returns on DOW and MIZRAHI TEFAHOT do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

MIZRAHI TEFAHOT Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6144% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

MIZRAHI TEFAHOT Investment Opportunity

DOW has a standard deviation of returns of 0.61 and is 9.223372036854776E16 times more volatile than MIZRAHI TEFAHOT BK. of all equities and portfolios are less risky than MIZRAHI TEFAHOT. Compared to the overall equity markets, volatility of historical daily returns of MIZRAHI TEFAHOT BK is lower than 0 () of all global equities and portfolios over the last 30 days.

MIZRAHI TEFAHOT Current Risk Indicators

MIZRAHI TEFAHOT Suggested Diversification Pairs

See also Stocks Correlation. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
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