Isras Investment (Israel) Market Value
| ISRS Stock | ILA 82,750 930.00 1.11% |
| Symbol | Isras |
Isras Investment '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 Isras Investment'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 Isras Investment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Isras Investment on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Isras Investment or generate 0.0% return on investment in Isras Investment over 90 days. Isras Investment is related to or competes with Alony Hetz, Fox Wizel, Amot Investments, Harel Insurance, and Electra Co. Isras Investment Company Ltd operates in the real estate sector in Israel More
Isras Investment 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 Isras Investment'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 Isras Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.057 | |||
| Maximum Drawdown | 8.95 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.57 |
Isras Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isras Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isras Investment's standard deviation. In reality, there are many statistical measures that can use Isras Investment historical prices to predict the future Isras Investment's volatility.| Risk Adjusted Performance | 0.001 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1861 | |||
| Treynor Ratio | 0.0771 |
Isras Investment Backtested Returns
Isras Investment holds Efficiency (Sharpe) Ratio of -0.083, which attests that the entity had a -0.083 % return per unit of risk over the last 3 months. Isras Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Isras Investment's Market Risk Adjusted Performance of 0.0871, standard deviation of 1.62, and Risk Adjusted Performance of 0.001 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Isras Investment are expected to decrease at a much lower rate. During the bear market, Isras Investment is likely to outperform the market. At this point, Isras Investment has a negative expected return of -0.14%. Please make sure to check out Isras Investment's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Isras Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Isras Investment has no correlation between past and present. Overlapping area represents the amount of predictability between Isras Investment 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 Isras Investment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Isras Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 6.4 M |
Isras Investment lagged returns against current returns
Autocorrelation, which is Isras Investment 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 Isras Investment's stock expected returns. We can calculate the autocorrelation of Isras Investment returns to help us make a trade decision. For example, suppose you find that Isras Investment 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 |
Isras Investment 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 Isras Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isras Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isras Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Isras Investment Lagged Returns
When evaluating Isras Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isras Investment stock have on its future price. Isras Investment 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, Isras Investment autocorrelation shows the relationship between Isras Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Isras Investment.
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 Isras Stock
Isras Investment financial ratios help investors to determine whether Isras 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 Isras with respect to the benefits of owning Isras Investment security.