Amot Investments (Israel) Market Value
| AMOT Stock | ILS 1,934 41.00 2.17% |
| Symbol | Amot |
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.
| 12/18/2024 |
| 03/18/2025 |
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.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.0709 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.81 |
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.| Risk Adjusted Performance | 0.0066 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.177 | |||
| Sortino Ratio | 0.0749 | |||
| Treynor Ratio | 0.0225 |
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 twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amot Investments' Mean Deviation of 1.08, risk adjusted performance of 0.0066, and Downside Deviation of 1.38 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' standard deviation, total risk alpha, treynor ratio, as well as 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 Average | 0.0 | |
| Price Variance | 6658.54 |
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 |
Also Currently Popular
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 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.