Clal Industries (Israel) Market Value
| CLBV Stock | 2,221 15.00 0.68% |
| Symbol | Clal |
Clal Industries '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 Clal Industries' 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 Clal Industries.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Clal Industries on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Clal Industries and or generate 0.0% return on investment in Clal Industries over 60 days. Clal Industries is related to or competes with Terminal X, Libra Insurance, Willy Food, Insuline Medical, Sofwave Medical, and Altshuler Shaham. More
Clal Industries 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 Clal Industries' 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 Clal Industries and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.1335 | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (4.19) | |||
| Potential Upside | 4.33 |
Clal Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clal Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clal Industries' standard deviation. In reality, there are many statistical measures that can use Clal Industries historical prices to predict the future Clal Industries' volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.2957 | |||
| Total Risk Alpha | 0.3692 | |||
| Sortino Ratio | 0.1438 | |||
| Treynor Ratio | 8.75 |
Clal Industries Backtested Returns
At this point, Clal Industries is very steady. Clal Industries secures Sharpe Ratio (or Efficiency) of 0.0239, which signifies that the company had a 0.0239 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Clal Industries and, which you can use to evaluate the volatility of the firm. Please confirm Clal Industries' risk adjusted performance of 0.1012, and Mean Deviation of 1.65 to double-check if the risk estimate we provide is consistent with the expected return of 0.0525%. Clal Industries has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0337, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Clal Industries' returns are expected to increase less than the market. However, during the bear market, the loss of holding Clal Industries is expected to be smaller as well. Clal Industries right now shows a risk of 2.2%. Please confirm Clal Industries market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Clal Industries will be following its price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
Clal Industries and has poor reverse predictability. Overlapping area represents the amount of predictability between Clal Industries time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 Clal Industries price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Clal Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1936.97 |
Clal Industries lagged returns against current returns
Autocorrelation, which is Clal Industries 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 Clal Industries' stock expected returns. We can calculate the autocorrelation of Clal Industries returns to help us make a trade decision. For example, suppose you find that Clal Industries 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 |
Clal Industries 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 Clal Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clal Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clal Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Clal Industries Lagged Returns
When evaluating Clal Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clal Industries stock have on its future price. Clal Industries 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, Clal Industries autocorrelation shows the relationship between Clal Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Clal Industries and.
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 Clal Stock
Clal Industries financial ratios help investors to determine whether Clal 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 Clal with respect to the benefits of owning Clal Industries security.