TMKDX 84 (Israel) Risk Analysis And Volatility Evaluation

Our approach 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 TMKDX-84 which you can use to evaluate future volatility of the etf. Please validate TMKDX 84 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TMKDX-84 Technical Analysis

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.

TMKDX 84 Projected Return Density Against Market

Assuming 30 trading days horizon, TMKDX 84 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TMKDX 84 are completely uncorrelated. Furthermore, TMKDX-84It does not look like TMKDX 84 alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

TMKDX 84 Return Volatility

TMKDX-84 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2829% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

TMKDX 84 Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than TMKDX-84. 0% of all equities and portfolios are less risky than TMKDX 84. Compared to the overall equity markets, volatility of historical daily returns of TMKDX-84 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TMKDX 84 Volatility Indicators

TMKDX-84 Current Risk Indicators

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