Internet Gold (Israel) Market Value
| IGLD Stock | ILA 440.00 33.90 8.35% |
| Symbol | Internet |
Internet Gold '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 Internet Gold'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 Internet Gold.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Internet Gold on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Internet Gold Golden or generate 0.0% return on investment in Internet Gold over 90 days. Internet Gold is related to or competes with Sarine Technologies, Clal Biotechnology, Unic Tech, Migdal Insurance, Amir Marketing, and Abra Information. Internet Gold - Golden Lines Ltd. provides various telecommunications services in Israel More
Internet Gold 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 Internet Gold'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 Internet Gold Golden upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.32 | |||
| Information Ratio | 0.0709 | |||
| Maximum Drawdown | 140.46 | |||
| Value At Risk | (9.01) | |||
| Potential Upside | 8.35 |
Internet Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Internet Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Internet Gold's standard deviation. In reality, there are many statistical measures that can use Internet Gold historical prices to predict the future Internet Gold's volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 1.29 | |||
| Total Risk Alpha | 3.1 | |||
| Sortino Ratio | 0.2177 | |||
| Treynor Ratio | 0.4777 |
Internet Gold Golden Backtested Returns
Internet Gold is very steady given 3 months investment horizon. Internet Gold Golden holds Efficiency (Sharpe) Ratio of 0.0875, which attests that the entity had a 0.0875 % return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 1.6% are justified by taking the suggested risk. Use Internet Gold Golden Risk Adjusted Performance of 0.066, downside deviation of 5.32, and Market Risk Adjusted Performance of 0.4877 to evaluate company specific risk that cannot be diversified away. Internet Gold holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.2, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Internet Gold will likely underperform. Use Internet Gold Golden sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to analyze future returns on Internet Gold Golden.
Auto-correlation | 0.36 |
Below average predictability
Internet Gold Golden has below average predictability. Overlapping area represents the amount of predictability between Internet Gold time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Internet Gold Golden price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Internet Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2771.5 |
Internet Gold Golden lagged returns against current returns
Autocorrelation, which is Internet Gold 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 Internet Gold's stock expected returns. We can calculate the autocorrelation of Internet Gold returns to help us make a trade decision. For example, suppose you find that Internet Gold 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 |
Internet Gold 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 Internet Gold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Internet Gold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Internet Gold stock over time.
Current vs Lagged Prices |
| Timeline |
Internet Gold Lagged Returns
When evaluating Internet Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Internet Gold stock have on its future price. Internet Gold 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, Internet Gold autocorrelation shows the relationship between Internet Gold stock current value and its past values and can show if there is a momentum factor associated with investing in Internet Gold Golden.
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 Internet Stock
Internet Gold financial ratios help investors to determine whether Internet 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 Internet with respect to the benefits of owning Internet Gold security.