Amot Investments (Israel) Market Value

AMOT Stock  ILS 1,934  41.00  2.17%   
Amot Investments' market value is the price at which a share of Amot Investments trades on a public exchange. It measures the collective expectations of Amot Investments investors about its performance. Amot Investments is trading at 1934.00 as of the 18th of March 2025, a 2.17 percent increase since the beginning of the trading day. The stock's open price was 1893.0.
With this module, you can estimate the performance of a buy and hold strategy of Amot Investments and determine expected loss or profit from investing in Amot Investments over a given investment horizon. Check out Amot Investments Correlation, Amot Investments Volatility and Amot Investments Alpha and Beta module to complement your research on Amot Investments.
Symbol

Please note, there is a significant difference between Amot Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if Amot Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amot Investments' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Amot Investments '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 Amot Investments' 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 Amot Investments.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Amot Investments on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Amot Investments or generate 0.0% return on investment in Amot Investments over 90 days. Amot Investments is related to or competes with Alony Hetz, Azrieli, Melisron, Bank Leumi, and Israel Discount. Its properties include central bus stations, commercial centers, supermarkets, banks, and other commercial areas More

Amot Investments 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 Amot Investments' 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 Amot Investments upside and downside potential and time the market with a certain degree of confidence.

Amot Investments Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Amot Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amot Investments' standard deviation. In reality, there are many statistical measures that can use Amot Investments historical prices to predict the future Amot Investments' volatility.
Hype
Prediction
LowEstimatedHigh
1,9331,9341,935
Details
Intrinsic
Valuation
LowRealHigh
1,6541,6552,127
Details

Amot Investments Backtested Returns

Amot Investments secures Sharpe Ratio (or Efficiency) of -0.0835, which signifies that the company had a -0.0835 % return per unit of risk over the last 3 months. Amot Investments exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amot Investments' Downside Deviation of 1.38, risk adjusted performance of 0.0066, and Mean Deviation of 1.08 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amot Investments are expected to decrease at a much lower rate. During the bear market, Amot Investments is likely to outperform the market. At this point, Amot Investments has a negative expected return of -0.12%. Please make sure to confirm Amot Investments' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Amot Investments performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.51  

Good reverse predictability

Amot Investments has good reverse predictability. Overlapping area represents the amount of predictability between Amot Investments time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amot Investments price movement. The serial correlation of -0.51 indicates that about 51.0% of current Amot Investments price fluctuation can be explain by its past prices.
Correlation Coefficient-0.51
Spearman Rank Test-0.48
Residual Average0.0
Price Variance6658.54

Amot Investments lagged returns against current returns

Autocorrelation, which is Amot Investments 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 Amot Investments' stock expected returns. We can calculate the autocorrelation of Amot Investments returns to help us make a trade decision. For example, suppose you find that Amot Investments 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  

Amot Investments 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 Amot Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amot Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amot Investments stock over time.
   Current vs Lagged Prices   
       Timeline  

Amot Investments Lagged Returns

When evaluating Amot Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amot Investments stock have on its future price. Amot Investments 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, Amot Investments autocorrelation shows the relationship between Amot Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Amot Investments.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Amot Stock

Amot Investments financial ratios help investors to determine whether Amot 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 Amot with respect to the benefits of owning Amot Investments security.