User Trend (Israel) Risk Analysis And Volatility

USER-M -- Israel Stock  

ILS 430.40  18.50  4.12%

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. We have found twenty-one technical indicators for User Trend Ltd which you can use to evaluate future volatility of the company. Please validate User Trend Risk Adjusted Performance of (0.1) and Coefficient Of Variation of (663.32) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

User Trend Market Sensitivity

As returns on market increase, User Trend returns are expected to increase less than the market. However during bear market, the loss on holding User Trend will be expected to be smaller as well.
2 Months Beta |Analyze User Trend Ltd Demand Trend
Check current 30 days User Trend correlation with market (DOW)
β = 0.1648

User Trend Central Daily Price Deviation

User Trend Ltd Technical Analysis

Transformation
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User Trend Projected Return Density Against Market

Assuming 30 trading days horizon, User Trend has beta of 0.1648 . This entails as returns on market go up, User Trend average returns are expected to increase less than the benchmark. However during bear market, the loss on holding User Trend 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. User Trend Ltd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.54
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

User Trend Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

User Trend Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

User Trend Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than User Trend Ltd. 0% of all equities and portfolios are less risky than User Trend. Compared to the overall equity markets, volatility of historical daily returns of User Trend Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use User Trend Ltd to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of User Trend to be traded at S408.88 in 30 days. . As returns on market increase, User Trend returns are expected to increase less than the market. However during bear market, the loss on holding User Trend will be expected to be smaller as well.

User Trend correlation with market

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

User Trend Volatility Indicators

User Trend Ltd Current Risk Indicators

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