PSIBV 10 (Israel) Risk Analysis And Volatility

PSIBV-10 -- Israel ETF  

ILS 5,531  76.00  1.39%

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 PSIBV-10 which you can use to evaluate future volatility of the etf. Please check PSIBV-10 Risk Adjusted Performance of 0.0692 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSIBV 10 Market Sensitivity

As returns on market increase, PSIBV 10 returns are expected to increase less than the market. However during bear market, the loss on holding PSIBV 10 will be expected to be smaller as well.
2 Months Beta |Analyze PSIBV-10 Demand Trend
Check current 30 days PSIBV 10 correlation with market (DOW)
β = 0.0085

PSIBV 10 Central Daily Price Deviation

PSIBV-10 Technical Analysis

Transformation
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PSIBV 10 Projected Return Density Against Market

Assuming 30 trading days horizon, PSIBV 10 has beta of 0.0085 . This implies as returns on market go up, PSIBV 10 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PSIBV-10 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0926 implying that it can potentially generate 0.0926% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.0085
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

PSIBV 10 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

PSIBV 10 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than PSIBV-10. 0% of all equities and portfolios are less risky than PSIBV 10. Compared to the overall equity markets, volatility of historical daily returns of PSIBV-10 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PSIBV-10 to enhance returns of your portfolios. The etf experiences large bullish trend. Check odds of PSIBV 10 to be traded at S6084.1 in 30 days. . As returns on market increase, PSIBV 10 returns are expected to increase less than the market. However during bear market, the loss on holding PSIBV 10 will be expected to be smaller as well.

PSIBV 10 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding PSIBV-10 and equity matching DJI index in the same portfolio.

PSIBV 10 Current Risk Indicators

PSIBV 10 Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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