Israel Stock Market Value
| IRLCF Stock | USD 285.00 0.00 0.00% |
| Symbol | IsraelLtd |
IsraelLtd '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 IsraelLtd's otc 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 IsraelLtd.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in IsraelLtd on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Israel or generate 0.0% return on investment in IsraelLtd over 90 days. IsraelLtd is related to or competes with Highway Holdings, Rackspace Technology, Cresud SACIF, Griffon, Aldel Financial, Inflection Point, and NetSol Technologies. Israel Corporation Ltd, through its investee companies, operates in the specialty minerals and refining businesses in As... More
IsraelLtd 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 IsraelLtd's otc 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 Israel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0961 | |||
| Maximum Drawdown | 130.72 |
IsraelLtd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IsraelLtd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IsraelLtd's standard deviation. In reality, there are many statistical measures that can use IsraelLtd historical prices to predict the future IsraelLtd's volatility.| Risk Adjusted Performance | 0.086 | |||
| Jensen Alpha | 0.8524 | |||
| Total Risk Alpha | 2.63 | |||
| Treynor Ratio | (0.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IsraelLtd's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
IsraelLtd Backtested Returns
IsraelLtd is very steady given 3 months investment horizon. IsraelLtd holds Efficiency (Sharpe) Ratio of 0.0924, which attests that the entity had a 0.0924 % return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use Israel Risk Adjusted Performance of 0.086, standard deviation of 12.37, and Market Risk Adjusted Performance of (0.51) to evaluate company specific risk that cannot be diversified away. IsraelLtd holds a performance score of 7 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -2.09, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning IsraelLtd are expected to decrease by larger amounts. On the other hand, during market turmoil, IsraelLtd is expected to outperform it. Use Israel jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Israel.
Auto-correlation | 0.00 |
No correlation between past and present
Israel has no correlation between past and present. Overlapping area represents the amount of predictability between IsraelLtd 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 IsraelLtd price movement. The serial correlation of 0.0 indicates that just 0.0% of current IsraelLtd price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IsraelLtd lagged returns against current returns
Autocorrelation, which is IsraelLtd otc 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 IsraelLtd's otc stock expected returns. We can calculate the autocorrelation of IsraelLtd returns to help us make a trade decision. For example, suppose you find that IsraelLtd has exhibited high autocorrelation historically, and you observe that the otc 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 |
IsraelLtd 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 IsraelLtd otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IsraelLtd otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IsraelLtd otc stock over time.
Current vs Lagged Prices |
| Timeline |
IsraelLtd Lagged Returns
When evaluating IsraelLtd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IsraelLtd otc stock have on its future price. IsraelLtd 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, IsraelLtd autocorrelation shows the relationship between IsraelLtd otc stock current value and its past values and can show if there is a momentum factor associated with investing in Israel.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in IsraelLtd OTC Stock
IsraelLtd financial ratios help investors to determine whether IsraelLtd OTC 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 IsraelLtd with respect to the benefits of owning IsraelLtd security.