PSIBV 10 (Israel) Risk Analysis And Volatility Evaluation

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 0.0042 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, returns on owning PSIBV 10 are expected to decrease at a much smaller rate. During bear market, PSIBV 10 is likely to outperform the market.
One Month Beta |Analyze PSIBV-10 Demand Trend
Check current 30 days PSIBV 10 correlation with market (DOW)
β = -0.1375
PSIBV 10 Almost negative betaPSIBV-10 Beta Legend

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 -0.1375 . This implies as returns on benchmark increase, returns on holding PSIBV 10 are expected to decrease at a much smaller rate. During bear market, however, PSIBV-10 is likely to outperform the market. Additionally, PSIBV-10 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

PSIBV 10 Return Volatility

PSIBV-10 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Chance of Distress

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Investment Outlook

PSIBV 10 Investment Opportunity

DOW has a standard deviation of returns of 1.05 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, returns on owning PSIBV 10 are expected to decrease at a much smaller rate. During bear market, PSIBV 10 is likely to outperform the market.

PSIBV 10 correlation with market

Good 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 Volatility Indicators

PSIBV-10 Current Risk Indicators

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