Tamir Fishman (Israel) Risk Analysis And Volatility Evaluation

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 Semi Deviation of 14.57, Coefficient Of Variation of 557.66 and Risk Adjusted Performance of 0.2368 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tamir Fishman will likely underperform.
2 Months Beta |Analyze Tamir Fishman Ventures Demand Trend
Check current 30 days Tamir Fishman correlation with market (DOW)
β = 92.1345

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, the stock has beta coefficient of 92.1345 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Tamir Fishman will likely underperform. In addition to that, Tamir Fishman Ventures II has an alpha of 190.7024 implying that it can potentially generate 190.7024% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=190.70
β
Beta against DOW=92.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Tamir Fishman Return Volatility

Tamir Fishman Ventures II accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2766% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Tamir Fishman Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than Tamir Fishman Ventures II. 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 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tamir Fishman will likely underperform.

Tamir Fishman correlation with market

correlation synergy
Average 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 Volatility Indicators

Tamir Fishman Ventures II Current Risk Indicators

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