Disclaimer: The product do not constitute financial advice or investment recommendations. We do not offer personalized investment guidance, and the use of these signals is solely at the discretion and responsibility of the user. Trading involves risk, and users should carefully evaluate their own financial situation before engaging in any trades. We are not liable for any losses or damages resulting from the use of our services.
illio Intelligent Risk Filters allows users to utilise unique derived data filters across Risk attributes for S&P500, Nasdaq-100 and Dow-30 to rapidly highlight equities that might be of interest for trading and/or research.
Using illio Intelligent Risk Filters, a user can select from a list of Indices and view constituent level metrics such as:
- Risk related metrics
- Beta and Dollarised Beta
- Upside and Downside Beta of equity
- Upside and Downside Beta of sector ETF
- Asymmetric beta analysis
- 12 month Volatility
- Change in 12 month Volatility
- Change in 100 day Volatility
- Average expected daily move computation
- Correlation to Index
- Correlation to sector ETF
- Change in Correlation to the Index
- Risk return ratio
- Change in Risk return ratio over time
- Risk return ratio compared to the Index
- Risk return ratio compared to the Sector ETF
- Average daily move based on volatility
- Analyst price targets
- Distance to analyst price target with a volatility-based estimate on how quickly it might get there
- Changes in analyst price targets
- Daily price swing analysis including the amount of expected and unexpected swing
- Daily price swing analysis of the Index
- Daily price swing analysis of the sector ETF
Interface
Illio also has available a simple and intuitive user interface to allow for easy navigation across the many filters.
