TCMKD 86 (Israel) Risk Analysis And Volatility Evaluation

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

TCMKD-86 Technical Analysis

Transformation
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TCMKD 86 Projected Return Density Against Market

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

TCMKD 86 Return Volatility

TCMKD-86 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Investment Outlook

TCMKD 86 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than TCMKD-86. 0% of all equities and portfolios are less risky than TCMKD 86. Compared to the overall equity markets, volatility of historical daily returns of TCMKD-86 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TCMKD 86 Volatility Indicators

TCMKD-86 Current Risk Indicators

Also please take a look at World Market Map. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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