PHOE1 (Israel) Risk Analysis And Volatility Evaluation

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 PHOE1 which you can use to evaluate future volatility of the company. Please check PHOE1 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PHOE1 Technical Analysis

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PHOE1 Projected Return Density Against Market

Assuming 30 trading days horizon, PHOE1 has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and PHOE1 are completely uncorrelated. Furthermore, PHOE1It does not look like PHOE1 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

PHOE1 Return Volatility

PHOE1 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Investment Outlook

PHOE1 Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than PHOE1. 0% of all equities and portfolios are less risky than PHOE1. Compared to the overall equity markets, volatility of historical daily returns of PHOE1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PHOE1 Volatility Indicators

PHOE1 Current Risk Indicators

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