NGEV (Israel) Risk Analysis And Volatility Evaluation

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

NGEV Technical Analysis

Transformation
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NGEV Projected Return Density Against Market

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

NGEV Return Volatility

NGEV accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Pair Correlation

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Investment Outlook

NGEV Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than NGEV. 0% of all equities and portfolios are less risky than NGEV. Compared to the overall equity markets, volatility of historical daily returns of NGEV is lower than 0 (%) of all global equities and portfolios over the last 30 days.

NGEV Volatility Indicators

NGEV Current Risk Indicators

Please see also Stocks Correlation. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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