B H (Israel) Risk Analysis And Volatility Evaluation

WTS-L -- Israel Stock  

ILS 2,323  0.00  0.00%

Our philosophy in foreseeing 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 B H Whitestone Group Ltd which you can use to evaluate future volatility of the entity. Please confirm B H Whitestone Downside Deviation of 12.85, Mean Deviation of 2.95 and Coefficient Of Variation of 2949.33 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

B H Market Sensitivity

As returns on market increase, B H returns are expected to increase less than the market. However during bear market, the loss on holding B H will be expected to be smaller as well.
2 Months Beta |Analyze B H Whitestone Demand Trend
Check current 30 days B H correlation with market (DOW)
β = 0.0773

B H Central Daily Price Deviation

B H Whitestone 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.

B H Projected Return Density Against Market

Assuming 30 trading days horizon, B H has beta of 0.0773 . This means as returns on market go up, B H average returns are expected to increase less than the benchmark. However during bear market, the loss on holding B H Whitestone Group Ltd will be expected to be much smaller as well. Moreover, B H Whitestone Group Ltd has an alpha of 0.2293 implying that it can potentially generate 0.2293% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.0495

B H Return Volatility

B H Whitestone Group Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

B H Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

B H Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than B H Whitestone Group Ltd. 0% of all equities and portfolios are less risky than B H. Compared to the overall equity markets, volatility of historical daily returns of B H Whitestone Group Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use B H Whitestone Group Ltd to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of B H to be traded at S2299.77 in 30 days. As returns on market increase, B H returns are expected to increase less than the market. However during bear market, the loss on holding B H will be expected to be smaller as well.

B H correlation with market

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

B H Volatility Indicators

B H Whitestone Group Ltd Current Risk Indicators

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