Israel Opportunity (Israel) Market Value
| ISOP-L Stock | ILA 100.00 2.40 2.46% |
| Symbol | Israel |
Israel Opportunity '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 Opportunity'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 Israel Opportunity.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Israel Opportunity on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Israel Opportunity or generate 0.0% return on investment in Israel Opportunity over 30 days. Israel Opportunity is related to or competes with ICL Israel, Amanet Management, One Software, Arad Investment, Blender Financial, Global Knafaim, and Polyram Plastic. Israel Opportunity - Energy Resources, LP engages in the exploration, development, and production of oil and gas propert... More
Israel Opportunity 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 Opportunity'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 Israel Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.18 | |||
| Information Ratio | 0.111 | |||
| Maximum Drawdown | 48.17 | |||
| Value At Risk | (8.97) | |||
| Potential Upside | 14.53 |
Israel Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Israel Opportunity's standard deviation. In reality, there are many statistical measures that can use Israel Opportunity historical prices to predict the future Israel Opportunity's volatility.| Risk Adjusted Performance | 0.0921 | |||
| Jensen Alpha | 0.8323 | |||
| Total Risk Alpha | 0.78 | |||
| Sortino Ratio | 0.115 | |||
| Treynor Ratio | (1.82) |
Israel Opportunity Backtested Returns
Israel Opportunity appears to be very steady, given 3 months investment horizon. Israel Opportunity holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. By evaluating Israel Opportunity's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please utilize Israel Opportunity's Risk Adjusted Performance of 0.0921, market risk adjusted performance of (1.81), and Downside Deviation of 7.18 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Israel Opportunity holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Israel Opportunity are expected to decrease at a much lower rate. During the bear market, Israel Opportunity is likely to outperform the market. Please check Israel Opportunity's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Israel Opportunity's current trending patterns will revert.
Auto-correlation | -0.89 |
Excellent reverse predictability
Israel Opportunity has excellent reverse predictability. Overlapping area represents the amount of predictability between Israel Opportunity time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Opportunity price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Israel Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 309.34 |
Israel Opportunity lagged returns against current returns
Autocorrelation, which is Israel Opportunity 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 Opportunity's stock expected returns. We can calculate the autocorrelation of Israel Opportunity returns to help us make a trade decision. For example, suppose you find that Israel Opportunity 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 |
Israel Opportunity 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 Opportunity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Israel Opportunity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Israel Opportunity stock over time.
Current vs Lagged Prices |
| Timeline |
Israel Opportunity Lagged Returns
When evaluating Israel Opportunity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Israel Opportunity stock have on its future price. Israel Opportunity 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 Opportunity autocorrelation shows the relationship between Israel Opportunity stock current value and its past values and can show if there is a momentum factor associated with investing in Israel Opportunity .
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 Israel Stock
Israel Opportunity financial ratios help investors to determine whether Israel 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 Opportunity security.