Mivtach Shamir (Israel) Market Value
| MISH Stock | ILS 23,150 60.00 0.26% |
| Symbol | Mivtach |
Mivtach Shamir '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 Mivtach Shamir'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 Mivtach Shamir.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Mivtach Shamir on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mivtach Shamir or generate 0.0% return on investment in Mivtach Shamir over 90 days. Mivtach Shamir is related to or competes with EN Shoham, Accel Solutions, Menif Financial, Rapac Communication, and Alony Hetz. Mivtach Shamir Holdings Ltd is a venture capital and private equity firm specializing in investments in companies that h... More
Mivtach Shamir 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 Mivtach Shamir'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 Mivtach Shamir upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.3148 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 5.05 |
Mivtach Shamir Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mivtach Shamir's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mivtach Shamir's standard deviation. In reality, there are many statistical measures that can use Mivtach Shamir historical prices to predict the future Mivtach Shamir's volatility.| Risk Adjusted Performance | 0.2388 | |||
| Jensen Alpha | 0.5509 | |||
| Total Risk Alpha | 0.8132 | |||
| Sortino Ratio | 0.4746 | |||
| Treynor Ratio | 262.23 |
Mivtach Shamir Backtested Returns
Mivtach Shamir appears to be very steady, given 3 months investment horizon. Mivtach Shamir has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Mivtach Shamir's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Mivtach Shamir's Risk Adjusted Performance of 0.2388, mean deviation of 1.63, and Downside Deviation of 1.39 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mivtach Shamir holds a performance score of 21. The company secures a Beta (Market Risk) of 0.0021, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mivtach Shamir's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mivtach Shamir is expected to be smaller as well. Please check Mivtach Shamir's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Mivtach Shamir's current price movements will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Mivtach Shamir has virtually no predictability. Overlapping area represents the amount of predictability between Mivtach Shamir 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 Mivtach Shamir price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Mivtach Shamir price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 644.9 K |
Mivtach Shamir lagged returns against current returns
Autocorrelation, which is Mivtach Shamir 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 Mivtach Shamir's stock expected returns. We can calculate the autocorrelation of Mivtach Shamir returns to help us make a trade decision. For example, suppose you find that Mivtach Shamir 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 |
Mivtach Shamir 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 Mivtach Shamir stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mivtach Shamir stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mivtach Shamir stock over time.
Current vs Lagged Prices |
| Timeline |
Mivtach Shamir Lagged Returns
When evaluating Mivtach Shamir's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mivtach Shamir stock have on its future price. Mivtach Shamir 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, Mivtach Shamir autocorrelation shows the relationship between Mivtach Shamir stock current value and its past values and can show if there is a momentum factor associated with investing in Mivtach Shamir.
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 Mivtach Stock
Mivtach Shamir financial ratios help investors to determine whether Mivtach 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 Mivtach with respect to the benefits of owning Mivtach Shamir security.