Trendline Information (Israel) Risk Analysis And Volatility

TREN -- Israel Stock  

ILS 1,481  10.00  0.67%

Macroaxis considers Trendline Information unknown risk given 2 months investment horizon. Trendline Information owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1788 which indicates the firm had 0.1788% of return per unit of risk over the last 2 months. 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. By inspecting Trendline Information technical indicators you can presently evaluate if the expected return of 0.5071% is justified by implied risk. Please operate Trendline Information Semi Deviation of 2.4, Coefficient Of Variation of 40709.46 and Risk Adjusted Performance of 0.0093 to confirm if our risk estimates are consistent with your expectations.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Trendline Information Market Sensitivity

As returns on market increase, Trendline Information returns are expected to increase less than the market. However during bear market, the loss on holding Trendline Information will be expected to be smaller as well.
2 Months Beta |Analyze Trendline Information Demand Trend
Check current 30 days Trendline Information correlation with market (DOW)
β = 0.1929

Trendline Information Central Daily Price Deviation

Trendline Information Technical Analysis

Transformation
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.

Trendline Information Projected Return Density Against Market

Assuming 30 trading days horizon, Trendline Information has beta of 0.1929 . This entails as returns on market go up, Trendline Information average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Trendline Information and Communication Services Ltd will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Trendline Information is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Trendline Information is 559.22. The daily returns are destributed with a variance of 8.04 and standard deviation of 2.84. The mean deviation of Trendline Information and Communication Services Ltd is currently at 2.01. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.03
β
Beta against DOW=0.19
σ
Overall volatility
=2.84
Ir
Information ratio =0.04

Trendline Information Return Volatility

the company accepts 2.8357% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Trendline Information Investment Opportunity

Trendline Information and Communication Services Ltd has a volatility of 2.84 and is 4.98 times more volatile than DOW. 25% of all equities and portfolios are less risky than Trendline Information. Compared to the overall equity markets, volatility of historical daily returns of Trendline Information and Communication Services Ltd is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use Trendline Information and Communication Services Ltd to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Trendline Information to be traded at S1451.38 in 30 days. . As returns on market increase, Trendline Information returns are expected to increase less than the market. However during bear market, the loss on holding Trendline Information will be expected to be smaller as well.

Trendline Information correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Trendline Information and Comm and equity matching DJI index in the same portfolio.

Trendline Information Current Risk Indicators

Trendline Information Suggested Diversification Pairs

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