PSAGOT MUTUAL (Israel) Risk Analysis And Volatility

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

PSAGOT MUTUAL FUND Technical Analysis

Transformation
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PSAGOT MUTUAL Projected Return Density Against Market

Assuming 30 trading days horizon, PSAGOT MUTUAL has beta of 0.0 . This implies the returns on DOW and PSAGOT MUTUAL 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 PSAGOT MUTUAL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of PSAGOT MUTUAL FUND is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

PSAGOT MUTUAL Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.4789% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

PSAGOT MUTUAL Investment Opportunity

DOW has a standard deviation of returns of 0.48 and is 9.223372036854776E16 times more volatile than PSAGOT MUTUAL FUND. of all equities and portfolios are less risky than PSAGOT MUTUAL. Compared to the overall equity markets, volatility of historical daily returns of PSAGOT MUTUAL FUND is lower than 0 () of all global equities and portfolios over the last 30 days.

PSAGOT MUTUAL Current Risk Indicators

PSAGOT MUTUAL Suggested Diversification Pairs

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