Israel Stock Market Value
| IRLCF Stock | USD 285.00 0.00 0.00% |
| Symbol | Israel |
Israel '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 Israel'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 Israel.
| 12/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Israel on December 1, 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 Israel over 90 days. Israel is related to or competes with Western Asset, Black Hills, Amgen, Sonida Senior, Old Republic, Akanda Corp, and Teleflex Incorporated. Israel Corporation Ltd, through its investee companies, operates in the specialty minerals and refining businesses in As... More
Israel 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 Israel'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 | 0.0892 | |||
| Maximum Drawdown | 130.72 |
Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Israel's standard deviation. In reality, there are many statistical measures that can use Israel historical prices to predict the future Israel's volatility.| Risk Adjusted Performance | 0.0743 | |||
| Jensen Alpha | 1.07 | |||
| Total Risk Alpha | 1.47 | |||
| Treynor Ratio | (2.67) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Israel'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.
Israel Backtested Returns
Israel is very steady given 3 months investment horizon. Israel 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 sixteen different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use Israel Standard Deviation of 12.37, risk adjusted performance of 0.0743, and Market Risk Adjusted Performance of (2.66) to evaluate company specific risk that cannot be diversified away. Israel holds a performance score of 7 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Israel are expected to decrease at a much lower rate. During the bear market, Israel is likely to outperform the market. Use Israel treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Israel.
Auto-correlation | 0.36 |
Below average predictability
Israel has below average predictability. Overlapping area represents the amount of predictability between Israel time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st 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 Israel price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 887.25 |
Israel lagged returns against current returns
Autocorrelation, which is Israel 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 Israel's otc stock expected returns. We can calculate the autocorrelation of Israel returns to help us make a trade decision. For example, suppose you find that Israel 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 |
Israel 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 Israel otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Israel otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Israel otc stock over time.
Current vs Lagged Prices |
| Timeline |
Israel Lagged Returns
When evaluating Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Israel otc stock have on its future price. Israel 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, Israel autocorrelation shows the relationship between Israel 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 Israel OTC Stock
Israel financial ratios help investors to determine whether Israel 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 Israel with respect to the benefits of owning Israel security.