Mizrahi Tefahot (Israel) Market Value

MZTF Stock   17,500  230.00  1.33%   
Mizrahi Tefahot's market value is the price at which a share of Mizrahi Tefahot trades on a public exchange. It measures the collective expectations of Mizrahi Tefahot investors about its performance. Mizrahi Tefahot is trading at 17500.00 as of the 18th of March 2025, a 1.33 percent up since the beginning of the trading day. The stock's open price was 17270.0.
With this module, you can estimate the performance of a buy and hold strategy of Mizrahi Tefahot and determine expected loss or profit from investing in Mizrahi Tefahot over a given investment horizon. Check out Mizrahi Tefahot Correlation, Mizrahi Tefahot Volatility and Mizrahi Tefahot Alpha and Beta module to complement your research on Mizrahi Tefahot.
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Please note, there is a significant difference between Mizrahi Tefahot's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mizrahi Tefahot is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mizrahi Tefahot'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.

Mizrahi Tefahot '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 Mizrahi Tefahot'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 Mizrahi Tefahot.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Mizrahi Tefahot on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Mizrahi Tefahot or generate 0.0% return on investment in Mizrahi Tefahot over 90 days. Mizrahi Tefahot is related to or competes with Bank Leumi, Bank Hapoalim, Israel Discount, First International, and Elbit Systems. Mizrahi Tefahot Bank Ltd., together with its subsidiaries, provides a range of international, commercial, domestic, and ... More

Mizrahi Tefahot 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 Mizrahi Tefahot'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 Mizrahi Tefahot upside and downside potential and time the market with a certain degree of confidence.

Mizrahi Tefahot Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mizrahi Tefahot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mizrahi Tefahot's standard deviation. In reality, there are many statistical measures that can use Mizrahi Tefahot historical prices to predict the future Mizrahi Tefahot's volatility.
Hype
Prediction
LowEstimatedHigh
17,49917,50017,501
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Intrinsic
Valuation
LowRealHigh
15,75019,96519,967
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Mizrahi Tefahot Backtested Returns

Mizrahi Tefahot appears to be very steady, given 3 months investment horizon. Mizrahi Tefahot has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mizrahi Tefahot, which you can use to evaluate the volatility of the firm. Please exercise Mizrahi Tefahot's Mean Deviation of 1.03, downside deviation of 1.3, and Risk Adjusted Performance of 0.1181 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mizrahi Tefahot holds a performance score of 12. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mizrahi Tefahot's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mizrahi Tefahot is expected to be smaller as well. Please check Mizrahi Tefahot's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Mizrahi Tefahot's current price movements will revert.

Auto-correlation

    
  0.07  

Virtually no predictability

Mizrahi Tefahot has virtually no predictability. Overlapping area represents the amount of predictability between Mizrahi Tefahot 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 Mizrahi Tefahot price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Mizrahi Tefahot price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test0.02
Residual Average0.0
Price Variance68.6 K

Mizrahi Tefahot lagged returns against current returns

Autocorrelation, which is Mizrahi Tefahot 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 Mizrahi Tefahot's stock expected returns. We can calculate the autocorrelation of Mizrahi Tefahot returns to help us make a trade decision. For example, suppose you find that Mizrahi Tefahot 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   
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Mizrahi Tefahot 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 Mizrahi Tefahot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mizrahi Tefahot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mizrahi Tefahot stock over time.
   Current vs Lagged Prices   
       Timeline  

Mizrahi Tefahot Lagged Returns

When evaluating Mizrahi Tefahot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mizrahi Tefahot stock have on its future price. Mizrahi Tefahot 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, Mizrahi Tefahot autocorrelation shows the relationship between Mizrahi Tefahot stock current value and its past values and can show if there is a momentum factor associated with investing in Mizrahi Tefahot.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Mizrahi Stock

Mizrahi Tefahot financial ratios help investors to determine whether Mizrahi 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 Mizrahi with respect to the benefits of owning Mizrahi Tefahot security.