Isras Investment's market value is the price at which a share of Isras Investment trades on a public exchange. It measures the collective expectations of Isras Investment investors about its performance. Isras Investment is trading at 80000.00 as of the 28th of March 2025, a 2.56 percent increase since the beginning of the trading day. The stock's open price was 78000.0.
With this module, you can estimate the performance of a buy and hold strategy of Isras Investment and determine expected loss or profit from investing in Isras Investment over a given investment horizon. Check out Isras Investment Correlation, Isras Investment Volatility and Isras Investment Alpha and Beta module to complement your research on Isras Investment.
Please note, there is a significant difference between Isras Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Isras Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Isras Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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04/02/2024
No Change 0.00
0.0
In 11 months and 27 days
03/28/2025
0.00
If you would invest 0.00 in Isras Investment on April 2, 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 360 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.
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.
Isras Investment holds Efficiency (Sharpe) Ratio of -0.0704, which attests that the entity had a -0.0704 % return per unit of risk over the last 3 months. Isras Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Isras Investment's Risk Adjusted Performance of (0.06), market risk adjusted performance of 0.7148, and Standard Deviation of 1.68 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.21, 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 -0.12%. Please make sure to check out Isras Investment's potential upside, kurtosis, and 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
-0.32
Poor reverse predictability
Isras Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Isras Investment time series from 2nd of April 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 -0.32 indicates that nearly 32.0% of current Isras Investment price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.32
Spearman Rank Test
-0.14
Residual Average
0.0
Price Variance
32.3 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
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.
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.