Naaman Group (Israel) Risk Analysis And Volatility

NAMN -- Israel Stock  

ILS 502.20  0.00  0.00%

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 Naaman Group which you can use to evaluate future volatility of the firm. Please verify Naaman Group Ltd Risk Adjusted Performance of (16,573) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Naaman Group Technical Analysis

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Naaman Group Projected Return Density Against Market

Assuming 30 trading days horizon, Naaman Group has beta of 0.0 indicating the returns on DOW and Naaman Group do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Naaman Group is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Naaman Group Ltd 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 =172,920

Naaman Group Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Naaman Group Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Naaman Group Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Naaman Group Ltd. 0% of all equities and portfolios are less risky than Naaman Group. Compared to the overall equity markets, volatility of historical daily returns of Naaman Group Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Naaman Group Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Naaman Group to be traded at S497.18 in 30 days. . The returns on DOW and Naaman Group are completely uncorrelated.

Naaman Group correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Naaman Group Ltd and equity matching DJI index in the same portfolio.

Naaman Group Volatility Indicators

Naaman Group Ltd Current Risk Indicators

Please see also Stocks Correlation. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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