Netz Hotels (Israel) Market Value
| NZHT Stock | ILS 73.00 2.50 3.55% |
| Symbol | Netz |
Netz Hotels '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 Netz Hotels' 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 Netz Hotels.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Netz Hotels on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Netz Hotels or generate 0.0% return on investment in Netz Hotels over 90 days. Netz Hotels is related to or competes with Multi Retail, Hiron Trade, Inrom Construction, and Purple Biotech. It operates seven hotels with 2000 rooms under the Crowne Plaza and Holiday Inn brands More
Netz Hotels 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 Netz Hotels' 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 Netz Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.25 | |||
| Information Ratio | 0.2506 | |||
| Maximum Drawdown | 47.45 | |||
| Value At Risk | (5.75) | |||
| Potential Upside | 10.35 |
Netz Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Netz Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Netz Hotels' standard deviation. In reality, there are many statistical measures that can use Netz Hotels historical prices to predict the future Netz Hotels' volatility.| Risk Adjusted Performance | 0.2127 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | 2.2 | |||
| Sortino Ratio | 0.2926 | |||
| Treynor Ratio | 1.93 |
Netz Hotels Backtested Returns
Netz Hotels is very steady given 3 months investment horizon. Netz Hotels 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 were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.05% are justified by taking the suggested risk. Use Netz Hotels Downside Deviation of 5.25, mean deviation of 3.76, and Risk Adjusted Performance of 0.2127 to evaluate company specific risk that cannot be diversified away. Netz Hotels holds a performance score of 12 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Netz Hotels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Netz Hotels is expected to be smaller as well. Use Netz Hotels maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to analyze future returns on Netz Hotels.
Auto-correlation | -0.4 |
Poor reverse predictability
Netz Hotels has poor reverse predictability. Overlapping area represents the amount of predictability between Netz Hotels 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 Netz Hotels price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Netz Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 166.74 |
Netz Hotels lagged returns against current returns
Autocorrelation, which is Netz Hotels 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 Netz Hotels' stock expected returns. We can calculate the autocorrelation of Netz Hotels returns to help us make a trade decision. For example, suppose you find that Netz Hotels 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 |
Netz Hotels 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 Netz Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Netz Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Netz Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Netz Hotels Lagged Returns
When evaluating Netz Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Netz Hotels stock have on its future price. Netz Hotels 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, Netz Hotels autocorrelation shows the relationship between Netz Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Netz Hotels.
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 Netz Stock
Netz Hotels financial ratios help investors to determine whether Netz 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 Netz with respect to the benefits of owning Netz Hotels security.