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 Risk Adjusted Performance of (32,035) 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
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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 =361,338

Naaman Group Return Volatility

Naaman Group Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% 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 1.31 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 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
Good 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

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