Sella Real (Israel) Market Value
| SLARL Stock | ILA 888.00 14.00 1.55% |
| Symbol | Sella |
Sella Real '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 Sella Real'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 Sella Real.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sella Real on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sella Real Estate or generate 0.0% return on investment in Sella Real over 90 days. Sella Real is related to or competes with Reit 1, Bank Hapoalim, Azrieli, Amot Investments, and Bank Leumi. Sella Capital Real Estate Ltd., a real estate investment trust, is engaged in the acquisition, management, holding, and ... More
Sella Real 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 Sella Real'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 Sella Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1266 | |||
| Maximum Drawdown | 6.59 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.58 |
Sella Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sella Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sella Real's standard deviation. In reality, there are many statistical measures that can use Sella Real historical prices to predict the future Sella Real's volatility.| Risk Adjusted Performance | 0.0585 | |||
| Jensen Alpha | 0.0258 | |||
| Total Risk Alpha | 0.2784 | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | (0.16) |
Sella Real Estate Backtested Returns
Sella Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0994, which indicates the firm had a -0.0994 % return per unit of risk over the last 3 months. Sella Real Estate exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sella Real's Semi Deviation of 1.49, risk adjusted performance of 0.0585, and Coefficient Of Variation of 1607.35 to confirm the risk estimate we provide. The entity has a beta of -0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sella Real are expected to decrease at a much lower rate. During the bear market, Sella Real is likely to outperform the market. At this point, Sella Real Estate has a negative expected return of -0.14%. Please make sure to validate Sella Real's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Sella Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Sella Real Estate has virtually no predictability. Overlapping area represents the amount of predictability between Sella Real 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 Sella Real Estate price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Sella Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 353.77 |
Sella Real Estate lagged returns against current returns
Autocorrelation, which is Sella Real 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 Sella Real's stock expected returns. We can calculate the autocorrelation of Sella Real returns to help us make a trade decision. For example, suppose you find that Sella Real 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 |
Sella Real 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 Sella Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sella Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sella Real stock over time.
Current vs Lagged Prices |
| Timeline |
Sella Real Lagged Returns
When evaluating Sella Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sella Real stock have on its future price. Sella Real 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, Sella Real autocorrelation shows the relationship between Sella Real stock current value and its past values and can show if there is a momentum factor associated with investing in Sella Real Estate.
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.Additional Tools for Sella Stock Analysis
When running Sella Real's price analysis, check to measure Sella Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sella Real is operating at the current time. Most of Sella Real's value examination focuses on studying past and present price action to predict the probability of Sella Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sella Real's price. Additionally, you may evaluate how the addition of Sella Real to your portfolios can decrease your overall portfolio volatility.