OIL REFINERIES (Israel) Risk Analysis And Volatility

Our approach towards forecasting 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 OIL REFINERIES LTD which you can use to evaluate future volatility of the company. Please check OIL REFINERIES LTD to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

OIL REFINERIES LTD Technical Analysis

Transformation
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OIL REFINERIES Projected Return Density Against Market

Assuming 30 trading days horizon, OIL REFINERIES has beta of 0.0 . This implies the returns on DOW and OIL REFINERIES do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of OIL REFINERIES is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of OIL REFINERIES 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 =0.00

OIL REFINERIES Return Volatility

the company assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.7178% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

OIL REFINERIES Investment Opportunity

DOW has a standard deviation of returns of 0.72 and is 9.223372036854776E16 times more volatile than OIL REFINERIES LTD. of all equities and portfolios are less risky than OIL REFINERIES. Compared to the overall equity markets, volatility of historical daily returns of OIL REFINERIES LTD is lower than 0 () of all global equities and portfolios over the last 30 days.

OIL REFINERIES Current Risk Indicators

OIL REFINERIES Suggested Diversification Pairs

See also Your Equity Center. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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