Tamir Fishman (Israel) Risk Analysis And Volatility

TFVC -- Israel Stock  

null 3.13  0.03  0.95%

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 Tamir Fishman Ventures II which you can use to evaluate future volatility of the company. Please validate Tamir Fishman Coefficient Of Variation of (284.44) and Risk Adjusted Performance of (0.22) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tamir Fishman Market Sensitivity

As returns on market increase, returns on owning Tamir Fishman are expected to decrease at a much smaller rate. During bear market, Tamir Fishman is likely to outperform the market.
2 Months Beta |Analyze Tamir Fishman Ventures Demand Trend
Check current 30 days Tamir Fishman correlation with market (DOW)
β = -0.6128

Tamir Fishman Central Daily Price Deviation

Tamir Fishman Ventures Technical Analysis

Transformation
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Tamir Fishman Projected Return Density Against Market

Assuming 30 trading days horizon, Tamir Fishman Ventures II has beta of -0.6128 . This entails as returns on benchmark increase, returns on holding Tamir Fishman are expected to decrease at a much smaller rate. During bear market, however, Tamir Fishman Ventures II is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Tamir Fishman Ventures is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=4.18
β
Beta against DOW=0.61
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

Tamir Fishman Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Tamir Fishman Investment Opportunity

Tamir Fishman Ventures II has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Tamir Fishman. Compared to the overall equity markets, volatility of historical daily returns of Tamir Fishman Ventures II is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Tamir Fishman Ventures II to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Tamir Fishman to be traded at 3.07 in 30 days. . As returns on market increase, returns on owning Tamir Fishman are expected to decrease at a much smaller rate. During bear market, Tamir Fishman is likely to outperform the market.

Tamir Fishman correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tamir Fishman Ventures II and equity matching DJI index in the same portfolio.

Tamir Fishman Current Risk Indicators

Tamir Fishman Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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