Isrotel L (Israel) Market Value
| ISRO Stock | ILA 8,403 49.00 0.58% |
| Symbol | Isrotel |
Isrotel L '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 Isrotel L'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 Isrotel L.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Isrotel L on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Isrotel L or generate 0.0% return on investment in Isrotel L over 90 days. Isrotel L is related to or competes with Fattal 1998, Dan Hotels, El Al, Bank Leumi, and Delek. It operates 19 hotels, including 4,221 suites and rooms with various facilities comprising restaurants, bars, entertainm... More
Isrotel L 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 Isrotel L'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 Isrotel L upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.1012 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 3.43 |
Isrotel L Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isrotel L's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isrotel L's standard deviation. In reality, there are many statistical measures that can use Isrotel L historical prices to predict the future Isrotel L's volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | 0.0319 | |||
| Total Risk Alpha | 0.2506 | |||
| Sortino Ratio | 0.1253 | |||
| Treynor Ratio | (0.29) |
Isrotel L Backtested Returns
Isrotel L holds Efficiency (Sharpe) Ratio of -0.0303, which attests that the entity had a -0.0303 % return per unit of risk over the last 3 months. Isrotel L exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Isrotel L's Market Risk Adjusted Performance of (0.28), risk adjusted performance of 0.0383, and Downside Deviation of 1.28 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Isrotel L are expected to decrease at a much lower rate. During the bear market, Isrotel L is likely to outperform the market. At this point, Isrotel L has a negative expected return of -0.045%. Please make sure to check out Isrotel L's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Isrotel L performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Isrotel L has below average predictability. Overlapping area represents the amount of predictability between Isrotel L 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 Isrotel L price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Isrotel L price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 14.8 K |
Isrotel L lagged returns against current returns
Autocorrelation, which is Isrotel L 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 Isrotel L's stock expected returns. We can calculate the autocorrelation of Isrotel L returns to help us make a trade decision. For example, suppose you find that Isrotel L 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 |
Isrotel L 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 Isrotel L stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isrotel L stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isrotel L stock over time.
Current vs Lagged Prices |
| Timeline |
Isrotel L Lagged Returns
When evaluating Isrotel L's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isrotel L stock have on its future price. Isrotel L 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, Isrotel L autocorrelation shows the relationship between Isrotel L stock current value and its past values and can show if there is a momentum factor associated with investing in Isrotel L.
Regressed Prices |
| Timeline |
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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 Isrotel Stock
Isrotel L financial ratios help investors to determine whether Isrotel 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 Isrotel with respect to the benefits of owning Isrotel L security.