TCBI 105 (Israel) Risk Analysis And Volatility Evaluation

Our way of 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 TCBI 105 which you can use to evaluate future volatility of the entity. Please validate TCBI-105 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TCBI-105 Technical Analysis

Transformation
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TCBI 105 Projected Return Density Against Market

Assuming 30 trading days horizon, TCBI 105 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TCBI 105 are completely uncorrelated. Furthermore, TCBI-105It does not look like TCBI 105 alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TCBI 105 Return Volatility

TCBI-105 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TCBI 105 Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than TCBI-105. 0% of all equities and portfolios are less risky than TCBI 105. Compared to the overall equity markets, volatility of historical daily returns of TCBI-105 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TCBI 105 Volatility Indicators

TCBI-105 Current Risk Indicators

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