Phoenix Holdings (Israel) Market Value

PHOE Stock  ILS 7,080  330.00  4.89%   
Phoenix Holdings' market value is the price at which a share of Phoenix Holdings trades on a public exchange. It measures the collective expectations of The Phoenix Holdings investors about its performance. Phoenix Holdings is trading at 7080.00 as of the 16th of March 2025, a 4.89% up since the beginning of the trading day. The stock's open price was 6750.0.
With this module, you can estimate the performance of a buy and hold strategy of The Phoenix Holdings and determine expected loss or profit from investing in Phoenix Holdings over a given investment horizon. Check out Phoenix Holdings Correlation, Phoenix Holdings Volatility and Phoenix Holdings Alpha and Beta module to complement your research on Phoenix Holdings.
Symbol

Please note, there is a significant difference between Phoenix Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Phoenix Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Phoenix Holdings' 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.

Phoenix Holdings '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 Phoenix Holdings' 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 Phoenix Holdings.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Phoenix Holdings on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The Phoenix Holdings or generate 0.0% return on investment in Phoenix Holdings over 90 days. Phoenix Holdings is related to or competes with Harel Insurance, Migdal Insurance, Menora Miv, Israel Discount, and Bank Leumi. The Phoenix Holdings Ltd provides various insurance products in Israel More

Phoenix Holdings 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 Phoenix Holdings' 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 The Phoenix Holdings upside and downside potential and time the market with a certain degree of confidence.

Phoenix Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Phoenix Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phoenix Holdings' standard deviation. In reality, there are many statistical measures that can use Phoenix Holdings historical prices to predict the future Phoenix Holdings' volatility.
Hype
Prediction
LowEstimatedHigh
7,0787,0807,082
Details
Intrinsic
Valuation
LowRealHigh
6,3727,6057,607
Details
Naive
Forecast
LowNextHigh
7,1887,1897,191
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5,0166,0617,107
Details

Phoenix Holdings Backtested Returns

Phoenix Holdings appears to be very steady, given 3 months investment horizon. Phoenix Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the firm had a 0.33 % return per unit of risk over the last 3 months. By analyzing Phoenix Holdings' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please evaluate Phoenix Holdings' Coefficient Of Variation of 304.05, market risk adjusted performance of 30.14, and Semi Deviation of 0.922 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Phoenix Holdings holds a performance score of 25. The company holds a Beta of 0.0185, which implies not very significant fluctuations relative to the market. As returns on the market increase, Phoenix Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Phoenix Holdings is expected to be smaller as well. Please check Phoenix Holdings' downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Phoenix Holdings' historical price patterns will revert.

Auto-correlation

    
  0.53  

Modest predictability

The Phoenix Holdings has modest predictability. Overlapping area represents the amount of predictability between Phoenix Holdings 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 Phoenix Holdings price movement. The serial correlation of 0.53 indicates that about 53.0% of current Phoenix Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient0.53
Spearman Rank Test0.42
Residual Average0.0
Price Variance49.6 K

Phoenix Holdings lagged returns against current returns

Autocorrelation, which is Phoenix Holdings 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 Phoenix Holdings' stock expected returns. We can calculate the autocorrelation of Phoenix Holdings returns to help us make a trade decision. For example, suppose you find that Phoenix Holdings 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  

Phoenix Holdings 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 Phoenix Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phoenix Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phoenix Holdings stock over time.
   Current vs Lagged Prices   
       Timeline  

Phoenix Holdings Lagged Returns

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

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Other Information on Investing in Phoenix Stock

Phoenix Holdings financial ratios help investors to determine whether Phoenix 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 Phoenix with respect to the benefits of owning Phoenix Holdings security.