PSSHR 15 (Israel) Risk Analysis And Volatility Evaluation

PSSHR-15 -- Israel ETF  

ILS 4,120  0.78  0.0189%

Our philosophy 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 PSSHR-15 which you can use to evaluate future volatility of the etf. Please check PSSHR-15 Market Risk Adjusted Performance of 8.30 and Risk Adjusted Performance of 2.45 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSSHR 15 Market Sensitivity

As returns on market increase, PSSHR 15 returns are expected to increase less than the market. However during bear market, the loss on holding PSSHR 15 will be expected to be smaller as well.
One Month Beta |Analyze PSSHR-15 Demand Trend
Check current 30 days PSSHR 15 correlation with market (DOW)
β = 0.0011
PSSHR 15 Small BetaPSSHR-15 Beta Legend

PSSHR-15 Technical Analysis

Transformation
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PSSHR 15 Projected Return Density Against Market

Assuming 30 trading days horizon, PSSHR 15 has beta of 0.0011 . This implies as returns on market go up, PSSHR 15 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PSSHR-15 will be expected to be much smaller as well. Additionally, PSSHR-15 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
=0.0089
β
Beta against DOW=0.0011
σ
Overall volatility
=0.00
Ir
Information ratio =40.53

PSSHR 15 Return Volatility

PSSHR-15 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

PSSHR 15 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than PSSHR-15. 0% of all equities and portfolios are less risky than PSSHR 15. Compared to the overall equity markets, volatility of historical daily returns of PSSHR-15 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PSSHR-15 to protect against small markets fluctuations. The etf experiences normal downward trend and little activity. Check odds of PSSHR 15 to be traded at S4078.56 in 30 days. As returns on market increase, PSSHR 15 returns are expected to increase less than the market. However during bear market, the loss on holding PSSHR 15 will be expected to be smaller as well.

PSSHR 15 correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding PSSHR-15 and equity matching DJI index in the same portfolio.

PSSHR 15 Volatility Indicators

PSSHR-15 Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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