Airport City (Israel) Market Value
| ARPT Stock | ILS 5,574 107.00 1.88% |
| Symbol | Airport |
Airport City '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 Airport City'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 Airport City.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Airport City on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Airport City or generate 0.0% return on investment in Airport City over 90 days. Airport City is related to or competes with Melisron, Alony Hetz, Amot Investments, Azrieli, and Israel Discount. Airport City Ltd. engages in the development, construction, and maintenance of properties in Israel and France More
Airport City 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 Airport City'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 Airport City upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0258 | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.81 |
Airport City Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airport City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airport City's standard deviation. In reality, there are many statistical measures that can use Airport City historical prices to predict the future Airport City's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.1416 | |||
| Treynor Ratio | (0.22) |
Airport City Backtested Returns
Airport City secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Airport City exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Airport City's Standard Deviation of 1.66, mean deviation of 1.21, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Airport City's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airport City is expected to be smaller as well. At this point, Airport City has a negative expected return of -0.17%. Please make sure to confirm Airport City's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Airport City performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Airport City has good reverse predictability. Overlapping area represents the amount of predictability between Airport City time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Airport City price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Airport City price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 49.8 K |
Airport City lagged returns against current returns
Autocorrelation, which is Airport City 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 Airport City's stock expected returns. We can calculate the autocorrelation of Airport City returns to help us make a trade decision. For example, suppose you find that Airport City 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 |
Airport City 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 Airport City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airport City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airport City stock over time.
Current vs Lagged Prices |
| Timeline |
Airport City Lagged Returns
When evaluating Airport City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airport City stock have on its future price. Airport City 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, Airport City autocorrelation shows the relationship between Airport City stock current value and its past values and can show if there is a momentum factor associated with investing in Airport City.
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 Airport Stock
Airport City financial ratios help investors to determine whether Airport 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 Airport with respect to the benefits of owning Airport City security.