Zerah Oil (Israel) Risk Analysis And Volatility Evaluation

PTX-M -- Israel Stock  

null 96.50  2.00  2.03%

Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Zerah Oil Gaz which you can use to evaluate future volatility of the organization. Please check out Zerah Oil Gaz Market Risk Adjusted Performance of 2.72 and Mean Deviation of 2.37 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Zerah Oil Market Sensitivity

As returns on market increase, Zerah Oil returns are expected to increase less than the market. However during bear market, the loss on holding Zerah Oil will be expected to be smaller as well.
One Month Beta |Analyze Zerah Oil Gaz Demand Trend
Check current 30 days Zerah Oil correlation with market (DOW)
β = 0.3872
Zerah Oil Small BetaZerah Oil Gaz Beta Legend

Zerah Oil Gaz Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Zerah Oil Projected Return Density Against Market

Assuming 30 trading days horizon, Zerah Oil has beta of 0.3872 . This implies as returns on market go up, Zerah Oil average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Zerah Oil Gaz Explorations L P will be expected to be much smaller as well. In addition to that, Zerah Oil Gaz Explorations L P has an alpha of 1.1157 implying that it can potentially generate 1.1157% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.12
β
Beta against DOW=0.39
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

Zerah Oil Return Volatility

Zerah Oil Gaz Explorations L P accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Zerah Oil Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than Zerah Oil Gaz Explorations L P. 0% of all equities and portfolios are less risky than Zerah Oil. Compared to the overall equity markets, volatility of historical daily returns of Zerah Oil Gaz Explorations L P is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Zerah Oil Gaz Explorations L P to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Zerah Oil to be traded at 92.64 in 30 days. As returns on market increase, Zerah Oil returns are expected to increase less than the market. However during bear market, the loss on holding Zerah Oil will be expected to be smaller as well.

Zerah Oil correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Zerah Oil Gaz Explorations L P and equity matching DJI index in the same portfolio.

Zerah Oil Volatility Indicators

Zerah Oil Gaz Explorations L P Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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