One Software (Israel) Market Value
| ONE Stock | ILS 7,358 280.00 3.96% |
| Symbol | One |
One Software '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 One Software'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 One Software.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in One Software on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding One Software Technologies or generate 0.0% return on investment in One Software over 90 days. One Software is related to or competes with Hilan, Danel, Matrix, Fattal 1998, and Malam Team. One Software Technologies Ltd provides computer-based solutions in the industrial, hi-tech, banking, financial, insuranc... More
One Software 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 One Software'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 One Software Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.186 | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 4.03 |
One Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for One Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as One Software's standard deviation. In reality, there are many statistical measures that can use One Software historical prices to predict the future One Software's volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.2424 | |||
| Total Risk Alpha | 0.5366 | |||
| Sortino Ratio | 0.2395 | |||
| Treynor Ratio | (0.88) |
One Software Technologies Backtested Returns
At this point, One Software is very steady. One Software Technologies maintains Sharpe Ratio (i.e., Efficiency) of 0.0897, which implies the firm had a 0.0897 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for One Software Technologies, which you can use to evaluate the volatility of the company. Please check One Software's Semi Deviation of 1.42, risk adjusted performance of 0.1262, and Coefficient Of Variation of 723.24 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. One Software has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning One Software are expected to decrease at a much lower rate. During the bear market, One Software is likely to outperform the market. One Software Technologies right now holds a risk of 1.81%. Please check One Software Technologies standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if One Software Technologies will be following its historical price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
One Software Technologies has virtually no predictability. Overlapping area represents the amount of predictability between One Software time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 One Software Technologies price movement. The serial correlation of 0.07 indicates that barely 7.0% of current One Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 35.8 K |
One Software Technologies lagged returns against current returns
Autocorrelation, which is One Software 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 One Software's stock expected returns. We can calculate the autocorrelation of One Software returns to help us make a trade decision. For example, suppose you find that One Software 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 |
One Software 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 One Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if One Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in One Software stock over time.
Current vs Lagged Prices |
| Timeline |
One Software Lagged Returns
When evaluating One Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of One Software stock have on its future price. One Software 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, One Software autocorrelation shows the relationship between One Software stock current value and its past values and can show if there is a momentum factor associated with investing in One Software Technologies.
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 One Stock
One Software financial ratios help investors to determine whether One 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 One with respect to the benefits of owning One Software security.