Shufersal (Israel) Market Value
| SAE Stock | ILS 3,793 23.00 0.61% |
| Symbol | Shufersal |
Shufersal '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 Shufersal'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 Shufersal.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Shufersal on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Shufersal or generate 0.0% return on investment in Shufersal over 90 days. Shufersal is related to or competes with Rami Levi, Bezeq Israeli, Bank Hapoalim, Bank Leumi, and Israel Discount. The company operates through four segments Retail, Real Estate, Credit Card Customers Club Management, and New Pharm More
Shufersal 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 Shufersal'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 Shufersal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.1304 | |||
| Maximum Drawdown | 6.57 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.99 |
Shufersal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shufersal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shufersal's standard deviation. In reality, there are many statistical measures that can use Shufersal historical prices to predict the future Shufersal's volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.1073 | |||
| Total Risk Alpha | 0.255 | |||
| Sortino Ratio | 0.1191 | |||
| Treynor Ratio | 0.2728 |
Shufersal Backtested Returns
Shufersal owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.041, which indicates the firm had a -0.041 % return per unit of risk over the last 3 months. Shufersal exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shufersal's Risk Adjusted Performance of 0.0569, coefficient of variation of 1643.67, and Semi Deviation of 1.38 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shufersal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shufersal is expected to be smaller as well. At this point, Shufersal has a negative expected return of -0.0512%. Please make sure to validate Shufersal's value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to decide if Shufersal performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Shufersal has insignificant reverse predictability. Overlapping area represents the amount of predictability between Shufersal 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 Shufersal price movement. The serial correlation of -0.19 indicates that over 19.0% of current Shufersal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1293.76 |
Shufersal lagged returns against current returns
Autocorrelation, which is Shufersal 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 Shufersal's stock expected returns. We can calculate the autocorrelation of Shufersal returns to help us make a trade decision. For example, suppose you find that Shufersal 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 |
Shufersal 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 Shufersal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shufersal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shufersal stock over time.
Current vs Lagged Prices |
| Timeline |
Shufersal Lagged Returns
When evaluating Shufersal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shufersal stock have on its future price. Shufersal 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, Shufersal autocorrelation shows the relationship between Shufersal stock current value and its past values and can show if there is a momentum factor associated with investing in Shufersal.
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 Shufersal Stock
Shufersal financial ratios help investors to determine whether Shufersal 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 Shufersal with respect to the benefits of owning Shufersal security.