TCSP 115 (Israel) Risk Analysis And Volatility Evaluation

TCSP-115 -- Israel ETF  

ILS 8,515  0.00  0.00%

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 TCSP-115 which you can use to evaluate future volatility of the entity. Please validate TCSP 115 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TCSP-115 Technical Analysis

Transformation
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TCSP 115 Projected Return Density Against Market

Assuming 30 trading days horizon, TCSP 115 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TCSP 115 are completely uncorrelated. Furthermore, TCSP-115It does not look like TCSP 115 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TCSP 115 Return Volatility

TCSP-115 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TCSP 115 Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than TCSP-115. 0% of all equities and portfolios are less risky than TCSP 115. Compared to the overall equity markets, volatility of historical daily returns of TCSP-115 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TCSP 115 Volatility Indicators

TCSP-115 Current Risk Indicators

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