TCNSD 37 (Israel) Risk Analysis And Volatility Evaluation

TCNSD-37 -- Israel ETF  

ILS 4,571  52.00  1.15%

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 TCNSD-37 which you can use to evaluate future volatility of the entity. Please validate TCNSD 37 Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TCNSD-37 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.

TCNSD 37 Projected Return Density Against Market

Assuming 30 trading days horizon, TCNSD 37 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TCNSD 37 are completely uncorrelated. Furthermore, TCNSD-37It does not look like TCNSD 37 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

TCNSD 37 Return Volatility

TCNSD-37 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Reporting Now

   

Portfolio Reporting

Create custom reports across your portfolios and generate quick suggestion pitch
All  Next Launch Portfolio Reporting

Investment Outlook

TCNSD 37 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than TCNSD-37. 0% of all equities and portfolios are less risky than TCNSD 37. Compared to the overall equity markets, volatility of historical daily returns of TCNSD-37 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TCNSD 37 Volatility Indicators

TCNSD-37 Current Risk Indicators

Also please take a look at World Market Map. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
Search macroaxis.com