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 (2.08) and Mean Deviation of 1.31 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, returns on owning Zerah Oil are expected to decrease at a much smaller rate. During bear market, Zerah Oil is likely to outperform the market.
2 Months Beta |Analyze Zerah Oil Gaz Demand Trend
Check current 30 days Zerah Oil correlation with market (DOW)
β = -0.2488

Zerah Oil Central Daily Price Deviation

Zerah Oil Gaz Technical Analysis

Transformation
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Zerah Oil Projected Return Density Against Market

Assuming 30 trading days horizon, Zerah Oil Gaz Explorations L P has beta of -0.2488 . This implies as returns on benchmark increase, returns on holding Zerah Oil are expected to decrease at a much smaller rate. During bear market, however, Zerah Oil Gaz Explorations L P is likely to outperform the market. Moreover, Zerah Oil Gaz Explorations L P has an alpha of 0.4739 implying that it can potentially generate 0.4739% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.47
β
Beta against DOW=0.25
σ
Overall volatility
=0.00
Ir
Information ratio =0.20

Zerah Oil Return Volatility

Zerah Oil Gaz Explorations L P accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% 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 1.33 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, returns on owning Zerah Oil are expected to decrease at a much smaller rate. During bear market, Zerah Oil is likely to outperform the market.

Zerah Oil correlation with market

correlation synergy
Good 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

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