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

PSAGOT INDEXES Technical Analysis

Transformation
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PSAGOT INDEXES Projected Return Density Against Market

Assuming 30 trading days horizon, PSAGOT INDEXES has beta of 0.0 . This implies the returns on DOW and PSAGOT INDEXES 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 INDEXES 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 INDEXES is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

PSAGOT INDEXES Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6294% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

PSAGOT INDEXES Investment Opportunity

DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than PSAGOT INDEXES. of all equities and portfolios are less risky than PSAGOT INDEXES. Compared to the overall equity markets, volatility of historical daily returns of PSAGOT INDEXES is lower than 0 () of all global equities and portfolios over the last 30 days.

PSAGOT INDEXES Current Risk Indicators

PSAGOT INDEXES Suggested Diversification Pairs

See also Your Equity Center. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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