PSBN 197 (Israel) Risk Analysis And Volatility Evaluation

Our philosophy in forecasting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PSBN 197 which you can use to evaluate future volatility of the etf. Please check PSBN-197 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSBN-197 Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

PSBN 197 Projected Return Density Against Market

Assuming 30 trading days horizon, PSBN 197 has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and PSBN 197 are completely uncorrelated. Furthermore, PSBN-197It does not look like PSBN 197 alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

PSBN 197 Return Volatility

PSBN-197 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

PSBN 197 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than PSBN-197. 0% of all equities and portfolios are less risky than PSBN 197. Compared to the overall equity markets, volatility of historical daily returns of PSBN-197 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PSBN 197 Volatility Indicators

PSBN-197 Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.