PSAGOT ETF (Israel) Risk Analysis And Volatility

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

PSAGOT ETF TA Technical Analysis

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PSAGOT ETF Projected Return Density Against Market

Assuming 30 trading days horizon, PSAGOT ETF has beta of 0.0 . This implies the returns on DOW and PSAGOT ETF 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 ETF 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 ETF TA SECT is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.62
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

PSAGOT ETF Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5306% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

PSAGOT ETF Investment Opportunity

DOW has a standard deviation of returns of 0.53 and is 9.223372036854776E16 times more volatile than PSAGOT ETF TA SECT. of all equities and portfolios are less risky than PSAGOT ETF. Compared to the overall equity markets, volatility of historical daily returns of PSAGOT ETF TA SECT is lower than 0 () of all global equities and portfolios over the last 30 days.

PSAGOT ETF Current Risk Indicators

PSAGOT ETF Suggested Diversification Pairs

See also Your Equity Center. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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