Tadir Gan (Israel) Risk Analysis And Volatility

TDGN -- Israel Stock  

ILS 11.60  0.00  0.00%

Macroaxis considers Tadir Gan unknown risk given 2 months investment horizon. Tadir Gan 1993 owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0387 which indicates the firm had 0.0387% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Tadir Gan 1993 Ltd which you can use to evaluate future volatility of the company. Please operate Tadir Gan Semi Deviation of 3.71, Coefficient Of Variation of 1663.26 and Risk Adjusted Performance of 0.0492 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Tadir Gan Market Sensitivity

As returns on market increase, returns on owning Tadir Gan are expected to decrease by larger amounts. On the other hand, during market turmoil, Tadir Gan is expected to significantly outperform it.
2 Months Beta |Analyze Tadir Gan 1993 Demand Trend
Check current 30 days Tadir Gan correlation with market (DOW)
β = -2.3922

Tadir Gan Central Daily Price Deviation

Tadir Gan 1993 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.

Tadir Gan Projected Return Density Against Market

Assuming 30 trading days horizon, Tadir Gan 1993 Ltd has beta of -2.3922 . This entails as returns on its benchmark rise, returns on holding Tadir Gan 1993 Ltd are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Tadir Gan is expected to outperform its benchmark. Moreover, The company has an alpha of 0.6802 implying that it can potentially generate 0.6802% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Tadir Gan is 2585.35. The daily returns are destributed with a variance of 29.17 and standard deviation of 5.4. The mean deviation of Tadir Gan 1993 Ltd is currently at 2.95. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.68
β
Beta against DOW=2.39
σ
Overall volatility
=5.40
Ir
Information ratio =0.0277

Tadir Gan Return Volatility

the company accepts 5.4006% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tadir Gan Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Tadir Gan Investment Opportunity

Tadir Gan 1993 Ltd has a volatility of 5.4 and is 8.44 times more volatile than DOW. 48% of all equities and portfolios are less risky than Tadir Gan. Compared to the overall equity markets, volatility of historical daily returns of Tadir Gan 1993 Ltd is lower than 48 (%) of all global equities and portfolios over the last 30 days. Use Tadir Gan 1993 Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Tadir Gan to be traded at S11.48 in 30 days. . As returns on market increase, returns on owning Tadir Gan are expected to decrease by larger amounts. On the other hand, during market turmoil, Tadir Gan is expected to significantly outperform it.

Tadir Gan correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tadir Gan 1993 Ltd and equity matching DJI index in the same portfolio.

Tadir Gan Volatility Indicators

Tadir Gan 1993 Ltd Current Risk Indicators

Also please take a look at World Market Map. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Search macroaxis.com