TBNIT 55 (Israel) Risk Analysis And Volatility Evaluation

TBNIT-55 -- Israel ETF  

ILS 3,206  5.51  0.17%

Our approach into measuring 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 TBNIT-55 which you can use to evaluate future volatility of the entity. Please validate TBNIT 55 Risk Adjusted Performance of 7.0E-4 and Market Risk Adjusted Performance of (0.09) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TBNIT 55 Market Sensitivity

As returns on market increase, TBNIT 55 returns are expected to increase less than the market. However during bear market, the loss on holding TBNIT 55 will be expected to be smaller as well.
2 Months Beta |Analyze TBNIT-55 Demand Trend
Check current 30 days TBNIT 55 correlation with market (DOW)
β = 0.009

TBNIT 55 Central Daily Price Deviation

TBNIT-55 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.

TBNIT 55 Projected Return Density Against Market

Assuming 30 trading days horizon, TBNIT 55 has beta of 0.009 . This entails as returns on market go up, TBNIT 55 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TBNIT-55 will be expected to be much smaller as well. Moreover, TBNIT-55 has an alpha of 2.0E-4 implying that it can potentially generate 2.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0002
β
Beta against DOW=0.009
σ
Overall volatility
=0.00
Ir
Information ratio =0.95

TBNIT 55 Return Volatility

TBNIT-55 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TBNIT 55 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than TBNIT-55. 0% of all equities and portfolios are less risky than TBNIT 55. Compared to the overall equity markets, volatility of historical daily returns of TBNIT-55 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TBNIT-55 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of TBNIT 55 to be traded at S3366.3 in 30 days. As returns on market increase, TBNIT 55 returns are expected to increase less than the market. However during bear market, the loss on holding TBNIT 55 will be expected to be smaller as well.

TBNIT 55 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding TBNIT-55 and equity matching DJI index in the same portfolio.

TBNIT 55 Volatility Indicators

TBNIT-55 Current Risk Indicators

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