TMKDX 84 (Israel) Risk Analysis And Volatility

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

Transformation
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TMKDX 84 Projected Return Density Against Market

Assuming 30 trading days horizon, TMKDX 84 has beta of 0.0 . This entails the returns on DOW and TMKDX 84 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TMKDX 84 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5832% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

TMKDX 84 Investment Opportunity

DOW has a standard deviation of returns of 0.58 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 Current Risk Indicators

TMKDX 84 Suggested Diversification Pairs

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