B Yair (Israel) Market Value
| BYAR Stock | ILA 1,350 27.00 1.96% |
| Symbol | BYAR |
B Yair '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 B Yair'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 B Yair.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in B Yair on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding B Yair Building or generate 0.0% return on investment in B Yair over 90 days. B Yair is related to or competes with Insuline Medical, Analyst IMS, Altshuler Shaham, Migdal Insurance, YD More, First International, and Seach Medical. Yair Building Corporation 1988 Ltd, a construction company, plans, develops, builds, and markets real estate projects in... More
B Yair 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 B Yair'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 B Yair Building upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.18 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 34.27 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 10.78 |
B Yair Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for B Yair's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as B Yair's standard deviation. In reality, there are many statistical measures that can use B Yair historical prices to predict the future B Yair's volatility.| Risk Adjusted Performance | 0.0785 | |||
| Jensen Alpha | 0.3633 | |||
| Total Risk Alpha | 1.3 | |||
| Sortino Ratio | 0.1126 | |||
| Treynor Ratio | (0.62) |
B Yair Building Backtested Returns
B Yair appears to be very steady, given 3 months investment horizon. B Yair Building secures Sharpe Ratio (or Efficiency) of 0.0906, which signifies that the company had a 0.0906 % return per unit of volatility over the last 3 months. By inspecting B Yair's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of B Yair's Coefficient Of Variation of 1188.76, market risk adjusted performance of (0.61), and Mean Deviation of 3.95 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, B Yair holds a performance score of 7. The firm shows a Beta (market volatility) of -0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning B Yair are expected to decrease at a much lower rate. During the bear market, B Yair is likely to outperform the market. Please check B Yair's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether B Yair's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
B Yair Building has good reverse predictability. Overlapping area represents the amount of predictability between B Yair time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 B Yair Building price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current B Yair price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 3946.39 |
B Yair Building lagged returns against current returns
Autocorrelation, which is B Yair 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 B Yair's stock expected returns. We can calculate the autocorrelation of B Yair returns to help us make a trade decision. For example, suppose you find that B Yair 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 |
B Yair 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 B Yair stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B Yair stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in B Yair stock over time.
Current vs Lagged Prices |
| Timeline |
B Yair Lagged Returns
When evaluating B Yair's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of B Yair stock have on its future price. B Yair 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, B Yair autocorrelation shows the relationship between B Yair stock current value and its past values and can show if there is a momentum factor associated with investing in B Yair Building.
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 BYAR Stock
B Yair financial ratios help investors to determine whether BYAR 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 BYAR with respect to the benefits of owning B Yair security.