TCMR 15 (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 TCMR-15 which you can use to evaluate future volatility of the entity. Please validate TCMR 15 Risk Adjusted Performance of 0.06 and Market Risk Adjusted Performance of 0.7265 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TCMR 15 Market Sensitivity

As returns on market increase, returns on owning TCMR 15 are expected to decrease at a much smaller rate. During bear market, TCMR 15 is likely to outperform the market.
One Month Beta |Analyze TCMR-15 Demand Trend
Check current 30 days TCMR 15 correlation with market (DOW)
β = -0.0138
TCMR 15 Almost negative betaTCMR-15 Beta Legend

TCMR-15 Technical Analysis

Transformation
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TCMR 15 Projected Return Density Against Market

Assuming 30 trading days horizon, TCMR-15 has beta of -0.0138 . This entails as returns on benchmark increase, returns on holding TCMR 15 are expected to decrease at a much smaller rate. During bear market, however, TCMR-15 is likely to outperform the market. Additionally, TCMR-15 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =1.06

TCMR 15 Return Volatility

TCMR-15 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TCMR 15 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than TCMR-15. 0% of all equities and portfolios are less risky than TCMR 15. Compared to the overall equity markets, volatility of historical daily returns of TCMR-15 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TCMR-15 to protect against small markets fluctuations. The etf experiences very speculative upward sentiment.. Check odds of TCMR 15 to be traded at S0.0 in 30 days. As returns on market increase, returns on owning TCMR 15 are expected to decrease at a much smaller rate. During bear market, TCMR 15 is likely to outperform the market.

TCMR 15 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding TCMR-15 and equity matching DJI index in the same portfolio.

TCMR 15 Volatility Indicators

TCMR-15 Current Risk Indicators

Also please take a look at World Market Map. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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