Melisron (Israel) Market Value
| MLSR Stock | ILA 30,770 350.00 1.12% |
| Symbol | Melisron |
Melisron '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 Melisron'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 Melisron.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Melisron on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Melisron or generate 0.0% return on investment in Melisron over 90 days. Melisron is related to or competes with Azrieli, Alony Hetz, Amot Investments, Bank Leumi, and Israel Discount. The company enhances, manages, maintains, and rents commercial and office spaces More
Melisron 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 Melisron'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 Melisron upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0889 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.92 |
Melisron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Melisron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Melisron's standard deviation. In reality, there are many statistical measures that can use Melisron historical prices to predict the future Melisron's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | 0.0045 | |||
| Total Risk Alpha | 0.149 | |||
| Sortino Ratio | 0.0913 | |||
| Treynor Ratio | (0.03) |
Melisron Backtested Returns
Melisron has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12 % return per unit of risk over the last 3 months. Melisron exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Melisron's Mean Deviation of 0.8748, risk adjusted performance of 0.0086, and Downside Deviation of 1.17 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0585, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Melisron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Melisron is expected to be smaller as well. At this point, Melisron has a negative expected return of -0.12%. Please make sure to verify Melisron's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Melisron performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Melisron has very good reverse predictability. Overlapping area represents the amount of predictability between Melisron 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 Melisron price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Melisron price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 958 K |
Melisron lagged returns against current returns
Autocorrelation, which is Melisron 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 Melisron's stock expected returns. We can calculate the autocorrelation of Melisron returns to help us make a trade decision. For example, suppose you find that Melisron 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 |
Melisron 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 Melisron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Melisron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Melisron stock over time.
Current vs Lagged Prices |
| Timeline |
Melisron Lagged Returns
When evaluating Melisron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Melisron stock have on its future price. Melisron 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, Melisron autocorrelation shows the relationship between Melisron stock current value and its past values and can show if there is a momentum factor associated with investing in Melisron.
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 Melisron Stock
Melisron financial ratios help investors to determine whether Melisron 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 Melisron with respect to the benefits of owning Melisron security.