Feat Fund (Israel) Market Value
| FEAT Stock | 142.50 0.00 0.00% |
| Symbol | Feat |
Feat Fund '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 Feat Fund'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 Feat Fund.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Feat Fund on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Feat Fund Investments or generate 0.0% return on investment in Feat Fund over 30 days. Feat Fund is related to or competes with Mobile Max, Shagrir Group, B Communications, Amir Marketing, and Terminal X. More
Feat Fund 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 Feat Fund'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 Feat Fund Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.0634 | |||
| Maximum Drawdown | 11.4 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.2 |
Feat Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Feat Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Feat Fund's standard deviation. In reality, there are many statistical measures that can use Feat Fund historical prices to predict the future Feat Fund's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.1097 | |||
| Total Risk Alpha | 0.1242 | |||
| Sortino Ratio | 0.0342 | |||
| Treynor Ratio | 0.5258 |
Feat Fund Investments Backtested Returns
At this point, Feat Fund is very steady. Feat Fund Investments secures Sharpe Ratio (or Efficiency) of 0.0799, which denotes the company had a 0.0799 % return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Feat Fund Investments, which you can use to evaluate the volatility of the firm. Please confirm Feat Fund's Downside Deviation of 3.36, semi deviation of 1.11, and Mean Deviation of 0.8662 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Feat Fund has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, Feat Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Feat Fund is expected to be smaller as well. Feat Fund Investments right now shows a risk of 2.01%. Please confirm Feat Fund Investments semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Feat Fund Investments will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Feat Fund Investments has no correlation between past and present. Overlapping area represents the amount of predictability between Feat Fund time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Feat Fund Investments price movement. The serial correlation of 0.0 indicates that just 0.0% of current Feat Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Feat Fund Investments lagged returns against current returns
Autocorrelation, which is Feat Fund 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 Feat Fund's stock expected returns. We can calculate the autocorrelation of Feat Fund returns to help us make a trade decision. For example, suppose you find that Feat Fund 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 |
Feat Fund 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 Feat Fund stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Feat Fund stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Feat Fund stock over time.
Current vs Lagged Prices |
| Timeline |
Feat Fund Lagged Returns
When evaluating Feat Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Feat Fund stock have on its future price. Feat Fund 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, Feat Fund autocorrelation shows the relationship between Feat Fund stock current value and its past values and can show if there is a momentum factor associated with investing in Feat Fund Investments.
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 Feat Stock
Feat Fund financial ratios help investors to determine whether Feat 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 Feat with respect to the benefits of owning Feat Fund security.