Export Inv (Israel) Market Value
| EXPO Stock | ILA 6,464 34.00 0.52% |
| Symbol | Export |
Export Inv '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 Export Inv'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 Export Inv.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Export Inv on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Export Inv or generate 0.0% return on investment in Export Inv over 30 days. Export Inv is related to or competes with Analyst IMS, First International, Eldav L, Salomon A, and Hod Assaf. Ltd. operates as the holding company for Bank of Jerusalem that provides various commercial banking products and service... More
Export Inv 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 Export Inv'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 Export Inv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1437 | |||
| Maximum Drawdown | 24.83 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 4.35 |
Export Inv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Export Inv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Export Inv's standard deviation. In reality, there are many statistical measures that can use Export Inv historical prices to predict the future Export Inv's volatility.| Risk Adjusted Performance | 0.1422 | |||
| Jensen Alpha | 0.5039 | |||
| Total Risk Alpha | 0.3602 | |||
| Sortino Ratio | 0.3063 | |||
| Treynor Ratio | 10.43 |
Export Inv Backtested Returns
Export Inv appears to be very steady, given 3 months investment horizon. Export Inv secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. By reviewing Export Inv's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please utilize Export Inv's Coefficient Of Variation of 631.02, mean deviation of 1.74, and Downside Deviation of 1.53 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Export Inv holds a performance score of 11. The firm shows a Beta (market volatility) of 0.0485, which means not very significant fluctuations relative to the market. As returns on the market increase, Export Inv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Export Inv is expected to be smaller as well. Please check Export Inv's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Export Inv's price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Export Inv has poor predictability. Overlapping area represents the amount of predictability between Export Inv time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 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 Export Inv price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Export Inv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 17.6 K |
Export Inv lagged returns against current returns
Autocorrelation, which is Export Inv 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 Export Inv's stock expected returns. We can calculate the autocorrelation of Export Inv returns to help us make a trade decision. For example, suppose you find that Export Inv 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 |
Export Inv 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 Export Inv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Export Inv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Export Inv stock over time.
Current vs Lagged Prices |
| Timeline |
Export Inv Lagged Returns
When evaluating Export Inv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Export Inv stock have on its future price. Export Inv 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, Export Inv autocorrelation shows the relationship between Export Inv stock current value and its past values and can show if there is a momentum factor associated with investing in Export Inv.
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 Export Stock
Export Inv financial ratios help investors to determine whether Export 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 Export with respect to the benefits of owning Export Inv security.