Naaman Group (Israel) Risk Analysis And Volatility Evaluation

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 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

Transformation
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.

Naaman Group Projected Return Density Against Market

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

Naaman Group Return Volatility

Naaman Group Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.023% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Naaman Group Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Naaman Group Investment Opportunity

DOW has a standard deviation of returns of 1.02 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.

Naaman Group Volatility Indicators

Naaman Group Ltd Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com