TLTGL 30 (Israel) Risk Analysis And Volatility Evaluation

TLTGL-30 -- Israel ETF  

ILS 2,773  0.22  0.0079%

Our philosophy towards 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 TLTGL-30 which you can use to evaluate future volatility of the etf. Please validate TLTGL 30 Risk Adjusted Performance of (2.38) and Coefficient Of Variation of 1688.26 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TLTGL 30 Market Sensitivity

As returns on market increase, TLTGL 30 returns are expected to increase less than the market. However during bear market, the loss on holding TLTGL 30 will be expected to be smaller as well.
2 Months Beta |Analyze TLTGL-30 Demand Trend
Check current 30 days TLTGL 30 correlation with market (DOW)
β = 5.0E-4

TLTGL 30 Central Daily Price Deviation

TLTGL-30 Technical Analysis

Transformation
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TLTGL 30 Projected Return Density Against Market

Assuming 30 trading days horizon, TLTGL 30 has beta of 5.0E-4 . This entails as returns on market go up, TLTGL 30 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TLTGL-30 will be expected to be much smaller as well. Additionally, TLTGL-30 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0096
β
Beta against DOW=0.0005
σ
Overall volatility
=0.00
Ir
Information ratio =28.72

TLTGL 30 Return Volatility

TLTGL-30 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TLTGL 30 Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than TLTGL-30. 0% of all equities and portfolios are less risky than TLTGL 30. Compared to the overall equity markets, volatility of historical daily returns of TLTGL-30 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TLTGL-30 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of TLTGL 30 to be traded at S2911.56 in 30 days. As returns on market increase, TLTGL 30 returns are expected to increase less than the market. However during bear market, the loss on holding TLTGL 30 will be expected to be smaller as well.

TLTGL 30 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding TLTGL-30 and equity matching DJI index in the same portfolio.

TLTGL 30 Volatility Indicators

TLTGL-30 Current Risk Indicators

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