TCBI 105 (Israel) Risk Analysis And Volatility

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 the returns on DOW and TCBI 105 do not appear to be sensitive. Furthermore, It does not look like the company 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

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% 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 1.97 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

Also please take a look at World Market Map. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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