TCCAC 86 (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 TCCAC 86 which you can use to evaluate future volatility of the entity. Please validate TCCAC-86 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TCCAC-86 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.

TCCAC 86 Projected Return Density Against Market

Assuming 30 trading days horizon, TCCAC 86 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TCCAC 86 are completely uncorrelated. Furthermore, TCCAC-86It does not look like TCCAC 86 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

TCCAC 86 Return Volatility

TCCAC-86 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Equity Forecasting Now

   

Equity Forecasting

Use basic forecasting models to generate price predictions and determine price momentum
All  Next Launch Equity Forecasting

Investment Outlook

TCCAC 86 Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 9.223372036854776E16 times more volatile than TCCAC-86. 0% of all equities and portfolios are less risky than TCCAC 86. Compared to the overall equity markets, volatility of historical daily returns of TCCAC-86 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TCCAC 86 Volatility Indicators

TCCAC-86 Current Risk Indicators

Also please take a look at World Market Map. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Search macroaxis.com