Ari Real (Israel) Market Value
| ARIN Stock | 231.10 3.20 1.37% |
| Symbol | Ari |
Ari Real '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 Ari Real's 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 Ari Real.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Ari Real on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Ari Real Estate or generate 0.0% return on investment in Ari Real over 30 days. Ari Real is related to or competes with Azrieli, Melisron, Amot Investments, Big Shopping, Alony Hetz, and YH Dimri. More
Ari Real 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 Ari Real's 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 Ari Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.0123 | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (2.20) | |||
| Potential Upside | 4.0 |
Ari Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ari Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ari Real's standard deviation. In reality, there are many statistical measures that can use Ari Real historical prices to predict the future Ari Real's volatility.| Risk Adjusted Performance | 0.0595 | |||
| Jensen Alpha | 0.151 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0125 | |||
| Treynor Ratio | (1.40) |
Ari Real Estate Backtested Returns
At this point, Ari Real is very steady. Ari Real Estate secures Sharpe Ratio (or Efficiency) of 0.0391, which signifies that the company had a 0.0391% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ari Real Estate, which you can use to evaluate the volatility of the firm. Please confirm Ari Real's Risk Adjusted Performance of 0.0595, downside deviation of 2.01, and Mean Deviation of 1.41 to double-check if the risk estimate we provide is consistent with the expected return of 0.0719%. Ari Real has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0994, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ari Real are expected to decrease at a much lower rate. During the bear market, Ari Real is likely to outperform the market. Ari Real Estate right now shows a risk of 1.84%. Please confirm Ari Real Estate downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Ari Real Estate will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Ari Real Estate has good reverse predictability. Overlapping area represents the amount of predictability between Ari Real time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Ari Real Estate price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Ari Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 188.94 |
Ari Real Estate lagged returns against current returns
Autocorrelation, which is Ari Real 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 Ari Real's stock expected returns. We can calculate the autocorrelation of Ari Real returns to help us make a trade decision. For example, suppose you find that Ari Real 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 |
Ari Real 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 Ari Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ari Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ari Real stock over time.
Current vs Lagged Prices |
| Timeline |
Ari Real Lagged Returns
When evaluating Ari Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ari Real stock have on its future price. Ari Real 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, Ari Real autocorrelation shows the relationship between Ari Real stock current value and its past values and can show if there is a momentum factor associated with investing in Ari Real Estate.
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 Ari Stock
Ari Real financial ratios help investors to determine whether Ari 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 Ari with respect to the benefits of owning Ari Real security.