Big Shopping (Israel) Market Value
| BIG Stock | ILS 52,920 750.00 1.40% |
| Symbol | Big |
Big Shopping '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 Big Shopping'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 Big Shopping.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Big Shopping on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Big Shopping Centers or generate 0.0% return on investment in Big Shopping over 90 days. Big Shopping is related to or competes with Azrieli, Melisron, Amot Investments, Alony Hetz, and Mizrahi Tefahot. BIG Shopping Centers Ltd invests in, develops, operates, and manages shopping centers and malls primarily in Israel, the... More
Big Shopping 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 Big Shopping'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 Big Shopping Centers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.2248 | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.96 |
Big Shopping Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Big Shopping's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Big Shopping's standard deviation. In reality, there are many statistical measures that can use Big Shopping historical prices to predict the future Big Shopping's volatility.| Risk Adjusted Performance | 0.1438 | |||
| Jensen Alpha | 0.215 | |||
| Total Risk Alpha | 0.4276 | |||
| Sortino Ratio | 0.2732 | |||
| Treynor Ratio | (1.25) |
Big Shopping Centers Backtested Returns
At this point, Big Shopping is very steady. Big Shopping Centers secures Sharpe Ratio (or Efficiency) of 0.0841, which signifies that the company had a 0.0841 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Big Shopping Centers, which you can use to evaluate the volatility of the firm. Please confirm Big Shopping's risk adjusted performance of 0.1438, and Mean Deviation of 1.16 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Big Shopping has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Big Shopping are expected to decrease at a much lower rate. During the bear market, Big Shopping is likely to outperform the market. Big Shopping Centers right now shows a risk of 1.43%. Please confirm Big Shopping Centers maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Big Shopping Centers will be following its price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Big Shopping Centers has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Big Shopping 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 Big Shopping Centers price movement. The serial correlation of -0.79 indicates that around 79.0% of current Big Shopping price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.8 M |
Big Shopping Centers lagged returns against current returns
Autocorrelation, which is Big Shopping 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 Big Shopping's stock expected returns. We can calculate the autocorrelation of Big Shopping returns to help us make a trade decision. For example, suppose you find that Big Shopping 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 |
Big Shopping 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 Big Shopping stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Big Shopping stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Big Shopping stock over time.
Current vs Lagged Prices |
| Timeline |
Big Shopping Lagged Returns
When evaluating Big Shopping's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Big Shopping stock have on its future price. Big Shopping 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, Big Shopping autocorrelation shows the relationship between Big Shopping stock current value and its past values and can show if there is a momentum factor associated with investing in Big Shopping Centers.
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 Big Stock
Big Shopping financial ratios help investors to determine whether Big 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 Big with respect to the benefits of owning Big Shopping security.