Bank Leumi (Israel) Market Value
| LUMI Stock | ILS 5,120 17.00 0.33% |
| Symbol | Bank |
Bank Leumi '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 Bank Leumi'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 Bank Leumi.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Bank Leumi on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Bank Leumi Le Israel or generate 0.0% return on investment in Bank Leumi over 90 days. Bank Leumi is related to or competes with Bank Hapoalim, Israel Discount, Mizrahi Tefahot, Bezeq Israeli, and Elbit Systems. Bank Leumi le-Israel B.M., together with its subsidiaries, provides banking and financial services in Israel and interna... More
Bank Leumi 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 Bank Leumi'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 Bank Leumi Le Israel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.3555 | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.84 |
Bank Leumi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bank Leumi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bank Leumi's standard deviation. In reality, there are many statistical measures that can use Bank Leumi historical prices to predict the future Bank Leumi's volatility.| Risk Adjusted Performance | 0.2515 | |||
| Jensen Alpha | 0.3759 | |||
| Total Risk Alpha | 0.5619 | |||
| Sortino Ratio | 0.4025 | |||
| Treynor Ratio | (3.76) |
Bank Leumi Le Backtested Returns
Bank Leumi appears to be very steady, given 3 months investment horizon. Bank Leumi Le secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the company had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bank Leumi Le Israel, which you can use to evaluate the volatility of the firm. Please makes use of Bank Leumi's Downside Deviation of 1.23, mean deviation of 1.12, and Risk Adjusted Performance of 0.2515 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bank Leumi holds a performance score of 23. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bank Leumi are expected to decrease at a much lower rate. During the bear market, Bank Leumi is likely to outperform the market. Please check Bank Leumi's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Bank Leumi's price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Bank Leumi Le Israel has good predictability. Overlapping area represents the amount of predictability between Bank Leumi time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Bank Leumi Le price movement. The serial correlation of 0.67 indicates that around 67.0% of current Bank Leumi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 44 K |
Bank Leumi Le lagged returns against current returns
Autocorrelation, which is Bank Leumi 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 Bank Leumi's stock expected returns. We can calculate the autocorrelation of Bank Leumi returns to help us make a trade decision. For example, suppose you find that Bank Leumi 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 |
Bank Leumi 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 Bank Leumi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bank Leumi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bank Leumi stock over time.
Current vs Lagged Prices |
| Timeline |
Bank Leumi Lagged Returns
When evaluating Bank Leumi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bank Leumi stock have on its future price. Bank Leumi 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, Bank Leumi autocorrelation shows the relationship between Bank Leumi stock current value and its past values and can show if there is a momentum factor associated with investing in Bank Leumi Le Israel.
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 Bank Stock
Bank Leumi financial ratios help investors to determine whether Bank 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 Bank with respect to the benefits of owning Bank Leumi security.