IBI Inv (Israel) Market Value
| IBI Stock | ILS 19,780 10.00 0.05% |
| Symbol | IBI |
IBI 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 IBI 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 IBI Inv.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in IBI Inv on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding IBI Inv House or generate 0.0% return on investment in IBI Inv over 90 days. IBI Inv is related to or competes with Willy Food, Millennium Food, Bezeq Israeli, Scope Metals, Libra Insurance, Harel Insurance, and G Willi. I.B.I Investment House Ltd. is a publicly owned holding investment firm with approximately NIS 11 billion in assets unde... More
IBI 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 IBI 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 IBI Inv House upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.2387 | |||
| Maximum Drawdown | 11.54 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 4.18 |
IBI Inv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBI Inv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBI Inv's standard deviation. In reality, there are many statistical measures that can use IBI Inv historical prices to predict the future IBI Inv's volatility.| Risk Adjusted Performance | 0.1761 | |||
| Jensen Alpha | 0.5242 | |||
| Total Risk Alpha | 0.7187 | |||
| Sortino Ratio | 0.278 | |||
| Treynor Ratio | 0.5234 |
IBI Inv House Backtested Returns
IBI Inv appears to be very steady, given 3 months investment horizon. IBI Inv House holds Efficiency (Sharpe) Ratio of 0.26, which attests that the company had a 0.26 % return per unit of risk over the last 3 months. By inspecting IBI Inv's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize IBI Inv's downside deviation of 1.95, and Semi Deviation of 1.61 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IBI Inv holds a performance score of 20. The firm retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IBI Inv's returns are expected to increase less than the market. However, during the bear market, the loss of holding IBI Inv is expected to be smaller as well. Please check IBI Inv's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether IBI Inv's current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
IBI Inv House has weak reverse predictability. Overlapping area represents the amount of predictability between IBI Inv 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 IBI Inv House price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current IBI Inv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 1 M |
IBI Inv House lagged returns against current returns
Autocorrelation, which is IBI 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 IBI Inv's stock expected returns. We can calculate the autocorrelation of IBI Inv returns to help us make a trade decision. For example, suppose you find that IBI 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 |
IBI 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 IBI Inv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IBI Inv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IBI Inv stock over time.
Current vs Lagged Prices |
| Timeline |
IBI Inv Lagged Returns
When evaluating IBI Inv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IBI Inv stock have on its future price. IBI 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, IBI Inv autocorrelation shows the relationship between IBI Inv stock current value and its past values and can show if there is a momentum factor associated with investing in IBI Inv House.
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 IBI Stock
IBI Inv financial ratios help investors to determine whether IBI 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 IBI with respect to the benefits of owning IBI Inv security.