Rami Levi (Israel) Market Value
| RMLI Stock | ILS 27,200 680.00 2.56% |
| Symbol | Rami |
Rami Levi '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 Rami Levi'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 Rami Levi.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Rami Levi on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Rami Levi or generate 0.0% return on investment in Rami Levi over 90 days. Rami Levi is related to or competes with Shufersal, Bank Leumi, Bezeq Israeli, Bank Hapoalim, and Strauss. Rami Levi Chain Stores Hashikma Marketing 2006 Ltd operates a chain of retail stores with a format of discount network i... More
Rami Levi 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 Rami Levi'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 Rami Levi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.2266 | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 3.06 |
Rami Levi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rami Levi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rami Levi's standard deviation. In reality, there are many statistical measures that can use Rami Levi historical prices to predict the future Rami Levi's volatility.| Risk Adjusted Performance | 0.1452 | |||
| Jensen Alpha | 0.1866 | |||
| Total Risk Alpha | 0.4294 | |||
| Sortino Ratio | 0.2498 | |||
| Treynor Ratio | (0.51) |
Rami Levi Backtested Returns
Rami Levi appears to be very steady, given 3 months investment horizon. Rami Levi maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rami Levi, which you can use to evaluate the volatility of the company. Please evaluate Rami Levi's Risk Adjusted Performance of 0.1452, semi deviation of 1.13, and Coefficient Of Variation of 617.9 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rami Levi holds a performance score of 10. The company holds a Beta of -0.47, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rami Levi are expected to decrease at a much lower rate. During the bear market, Rami Levi is likely to outperform the market. Please check Rami Levi's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Rami Levi's historical price patterns will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Rami Levi has modest reverse predictability. Overlapping area represents the amount of predictability between Rami Levi 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 Rami Levi price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Rami Levi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 150.7 K |
Rami Levi lagged returns against current returns
Autocorrelation, which is Rami Levi 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 Rami Levi's stock expected returns. We can calculate the autocorrelation of Rami Levi returns to help us make a trade decision. For example, suppose you find that Rami Levi 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 |
Rami Levi 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 Rami Levi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rami Levi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rami Levi stock over time.
Current vs Lagged Prices |
| Timeline |
Rami Levi Lagged Returns
When evaluating Rami Levi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rami Levi stock have on its future price. Rami Levi 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, Rami Levi autocorrelation shows the relationship between Rami Levi stock current value and its past values and can show if there is a momentum factor associated with investing in Rami Levi.
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 Rami Stock
Rami Levi financial ratios help investors to determine whether Rami 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 Rami with respect to the benefits of owning Rami Levi security.