Fattal 1998 (Israel) Market Value
| FTAL Stock | 48,560 240.00 0.49% |
| Symbol | Fattal |
Fattal 1998 '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 Fattal 1998'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 Fattal 1998.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fattal 1998 on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fattal 1998 Holdings or generate 0.0% return on investment in Fattal 1998 over 90 days. Fattal 1998 is related to or competes with Delek, El Al, Bank Leumi, Azrieli, and Israel Discount. It operates hotels with 16,700 rooms in Israel and approximately 150 Leonardo-branded hotels in Europe More
Fattal 1998 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 Fattal 1998'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 Fattal 1998 Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 5.6 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.75 |
Fattal 1998 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fattal 1998's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fattal 1998's standard deviation. In reality, there are many statistical measures that can use Fattal 1998 historical prices to predict the future Fattal 1998's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (2.29) |
Fattal 1998 Holdings Backtested Returns
Fattal 1998 Holdings secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had a -0.17 % return per unit of risk over the last 3 months. Fattal 1998 Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fattal 1998's Variance of 2.37, mean deviation of 1.27, and Standard Deviation of 1.54 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Fattal 1998's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fattal 1998 is expected to be smaller as well. At this point, Fattal 1998 Holdings has a negative expected return of -0.26%. Please make sure to confirm Fattal 1998's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Fattal 1998 Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Fattal 1998 Holdings has good predictability. Overlapping area represents the amount of predictability between Fattal 1998 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 Fattal 1998 Holdings price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Fattal 1998 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 M |
Fattal 1998 Holdings lagged returns against current returns
Autocorrelation, which is Fattal 1998 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 Fattal 1998's stock expected returns. We can calculate the autocorrelation of Fattal 1998 returns to help us make a trade decision. For example, suppose you find that Fattal 1998 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 |
Fattal 1998 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 Fattal 1998 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fattal 1998 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fattal 1998 stock over time.
Current vs Lagged Prices |
| Timeline |
Fattal 1998 Lagged Returns
When evaluating Fattal 1998's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fattal 1998 stock have on its future price. Fattal 1998 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, Fattal 1998 autocorrelation shows the relationship between Fattal 1998 stock current value and its past values and can show if there is a momentum factor associated with investing in Fattal 1998 Holdings.
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 Fattal Stock
Fattal 1998 financial ratios help investors to determine whether Fattal 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 Fattal with respect to the benefits of owning Fattal 1998 security.