TACHLIT INDICES (Israel) Risk Analysis And Volatility

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

TACHLIT INDICES MU Technical Analysis

Transformation
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TACHLIT INDICES Projected Return Density Against Market

Assuming 30 trading days horizon, TACHLIT INDICES has beta of 0.0 . This entails the returns on DOW and TACHLIT INDICES do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of TACHLIT INDICES is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of TACHLIT INDICES MU is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TACHLIT INDICES Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.4665% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

TACHLIT INDICES Investment Opportunity

DOW has a standard deviation of returns of 0.47 and is 9.223372036854776E16 times more volatile than TACHLIT INDICES MU. of all equities and portfolios are less risky than TACHLIT INDICES. Compared to the overall equity markets, volatility of historical daily returns of TACHLIT INDICES MU is lower than 0 () of all global equities and portfolios over the last 30 days.

TACHLIT INDICES Current Risk Indicators

TACHLIT INDICES Suggested Diversification Pairs

See also World Market Map. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..
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