NGEV (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 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 the returns on DOW and NGEV do not appear to be sensitive. Furthermore, It does not look like the company 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

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5802% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

NGEV Investment Opportunity

DOW has a standard deviation of returns of 0.58 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 Current Risk Indicators

NGEV Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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