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 TrendCheck current 30 days Tamir Fishman correlation with market (DOW)|
β = -0.6128
Tamir Fishman Central Daily Price Deviation
Tamir Fishman Ventures Technical Analysis
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Tamir Fishman Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||4.18|
|Beta against DOW||=||0.61|
Tamir Fishman Return Volatilitythe 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.
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
Tamir Fishman Current Risk Indicators
|Risk Adjusted Performance||(0.22)|
|Market Risk Adjusted Performance||6.95|
|Coefficient Of Variation||(284.44)|
Tamir Fishman Suggested Diversification Pairs