TTA25 32 (Israel) Risk Analysis And Volatility Evaluation

TTA25-32 -- Israel ETF  

ILS 1,268  2.00  0.16%

Our philosophy in 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 TTA25 32 which you can use to evaluate future volatility of the etf. Please validate TTA25-32 Risk Adjusted Performance of 0.09 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TTA25 32 Market Sensitivity

As returns on market increase, returns on owning TTA25 32 are expected to decrease at a much smaller rate. During bear market, TTA25 32 is likely to outperform the market.
One Month Beta |Analyze TTA25-32 Demand Trend
Check current 30 days TTA25 32 correlation with market (DOW)
β = -0.0119
TTA25 32 Almost negative betaTTA25-32 Beta Legend

TTA25-32 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.

TTA25 32 Projected Return Density Against Market

Assuming 30 trading days horizon, TTA25-32 has beta of -0.0119 . This entails as returns on benchmark increase, returns on holding TTA25 32 are expected to decrease at a much smaller rate. During bear market, however, TTA25-32 is likely to outperform the market. Additionally, TTA25-32 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
=0.01
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =1.46

TTA25 32 Return Volatility

TTA25-32 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TTA25 32 Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than TTA25-32. 0% of all equities and portfolios are less risky than TTA25 32. Compared to the overall equity markets, volatility of historical daily returns of TTA25-32 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TTA25-32 to protect against small markets fluctuations. The etf experiences normal downward trend and little activity. Check odds of TTA25 32 to be traded at S1255.32 in 30 days. As returns on market increase, returns on owning TTA25 32 are expected to decrease at a much smaller rate. During bear market, TTA25 32 is likely to outperform the market.

TTA25 32 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding TTA25-32 and equity matching DJI index in the same portfolio.

TTA25 32 Volatility Indicators

TTA25-32 Current Risk Indicators

Also please take a look at World Market Map. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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