PSGGL 22 (Israel) Risk Analysis And Volatility Evaluation

Our approach towards 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 PSGGL-22 which you can use to evaluate future volatility of the etf. Please check PSGGL-22 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSGGL-22 Technical Analysis

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PSGGL 22 Projected Return Density Against Market

Assuming 30 trading days horizon, PSGGL 22 has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and PSGGL 22 are completely uncorrelated. Furthermore, PSGGL-22It does not look like PSGGL 22 alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

PSGGL 22 Return Volatility

PSGGL-22 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Fundamentals Comparison

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Investment Outlook

PSGGL 22 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than PSGGL-22. 0% of all equities and portfolios are less risky than PSGGL 22. Compared to the overall equity markets, volatility of historical daily returns of PSGGL-22 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PSGGL 22 Volatility Indicators

PSGGL-22 Current Risk Indicators

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