PSSP 183 (Israel) Risk Analysis And Volatility Evaluation

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 PSSP-183 which you can use to evaluate future volatility of the etf. Please check PSSP-183 Market Risk Adjusted Performance of (0.005135), Semi Deviation of 1.02 and Risk Adjusted Performance of 0.0082 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSSP 183 Market Sensitivity

As returns on market increase, PSSP 183 returns are expected to increase less than the market. However during bear market, the loss on holding PSSP 183 will be expected to be smaller as well.
2 Months Beta |Analyze PSSP-183 Demand Trend
Check current 30 days PSSP 183 correlation with market (DOW)
β = 0.1182

PSSP 183 Central Daily Price Deviation

PSSP-183 Technical Analysis

Transformation
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PSSP 183 Projected Return Density Against Market

Assuming 30 trading days horizon, PSSP 183 has beta of 0.1182 . This implies as returns on market go up, PSSP 183 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PSSP-183 will be expected to be much smaller as well. Moreover, PSSP-183 has an alpha of 0.0119 implying that it can potentially generate 0.0119% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0119
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

PSSP 183 Return Volatility

PSSP-183 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

PSSP 183 Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than PSSP-183. 0% of all equities and portfolios are less risky than PSSP 183. Compared to the overall equity markets, volatility of historical daily returns of PSSP-183 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PSSP-183 to protect against small markets fluctuations. The etf experiences very speculative upward sentiment.. Check odds of PSSP 183 to be traded at S0.0 in 30 days. As returns on market increase, PSSP 183 returns are expected to increase less than the market. However during bear market, the loss on holding PSSP 183 will be expected to be smaller as well.

PSSP 183 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding PSSP-183 and equity matching DJI index in the same portfolio.

PSSP 183 Volatility Indicators

PSSP-183 Current Risk Indicators

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