Afi Properties (Israel) Market Value
| AFPR Stock | ILS 17,310 210.00 1.23% |
| Symbol | Afi |
Afi Properties 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Afi Properties' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Afi Properties.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Afi Properties on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Afi Properties or generate 0.0% return on investment in Afi Properties over 30 days. Afi Properties is related to or competes with Nextage Therapeutics, Israel China, Gold Bond, Overseas Commerce, Inbar Group, Big Tech, and Plaza Centers. Africa Israel Properties Ltd. engages in the initiation, establishment, preparation, and operation of industrial buildin... More
Afi Properties Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Afi Properties' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Afi Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 2.9 |
Afi Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Afi Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Afi Properties' standard deviation. In reality, there are many statistical measures that can use Afi Properties historical prices to predict the future Afi Properties' volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.1254 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0063 | |||
| Treynor Ratio | (1.23) |
Afi Properties Backtested Returns
At this point, Afi Properties is very steady. Afi Properties secures Sharpe Ratio (or Efficiency) of 0.0655, which signifies that the company had a 0.0655% return per unit of risk over the last 3 months. We have found thirty technical indicators for Afi Properties, which you can use to evaluate the volatility of the firm. Please confirm Afi Properties' Risk Adjusted Performance of 0.0593, mean deviation of 1.35, and Downside Deviation of 1.95 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Afi Properties has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0938, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Afi Properties are expected to decrease at a much lower rate. During the bear market, Afi Properties is likely to outperform the market. Afi Properties right now shows a risk of 1.73%. Please confirm Afi Properties standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Afi Properties will be following its price patterns.
Auto-correlation | -0.52 |
Good reverse predictability
Afi Properties has good reverse predictability. Overlapping area represents the amount of predictability between Afi Properties time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Afi Properties price movement. The serial correlation of -0.52 indicates that about 52.0% of current Afi Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 66.5 K |
Afi Properties lagged returns against current returns
Autocorrelation, which is Afi Properties stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Afi Properties' stock expected returns. We can calculate the autocorrelation of Afi Properties returns to help us make a trade decision. For example, suppose you find that Afi Properties has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Afi Properties regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Afi Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Afi Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Afi Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Afi Properties Lagged Returns
When evaluating Afi Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Afi Properties stock have on its future price. Afi Properties autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Afi Properties autocorrelation shows the relationship between Afi Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Afi Properties.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Afi Stock
Afi Properties financial ratios help investors to determine whether Afi Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Afi with respect to the benefits of owning Afi Properties security.