Strauss (Israel) Market Value
| STRS Stock | ILA 8,100 164.00 2.07% |
| Symbol | Strauss |
Strauss '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 Strauss' 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 Strauss.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Strauss on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Strauss Group or generate 0.0% return on investment in Strauss over 90 days. Strauss is related to or competes with Shufersal, Israel Discount, Bank Leumi, Azrieli, and Bezeq Israeli. Strauss Group Ltd., together with its subsidiaries, develops, manufactures, markets, and sells various food and beverage... More
Strauss 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 Strauss' 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 Strauss Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.2487 | |||
| Maximum Drawdown | 15.08 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 3.56 |
Strauss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strauss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strauss' standard deviation. In reality, there are many statistical measures that can use Strauss historical prices to predict the future Strauss' volatility.| Risk Adjusted Performance | 0.1814 | |||
| Jensen Alpha | 0.4374 | |||
| Total Risk Alpha | 0.6786 | |||
| Sortino Ratio | 0.3953 | |||
| Treynor Ratio | 2.0 |
Strauss Group Backtested Returns
Strauss appears to be very steady, given 3 months investment horizon. Strauss Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Strauss Group, which you can use to evaluate the volatility of the company. Please review Strauss' Risk Adjusted Performance of 0.1814, coefficient of variation of 495.92, and Semi Deviation of 0.9525 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Strauss holds a performance score of 14. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strauss' returns are expected to increase less than the market. However, during the bear market, the loss of holding Strauss is expected to be smaller as well. Please check Strauss' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Strauss' existing price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Strauss Group has below average predictability. Overlapping area represents the amount of predictability between Strauss 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 Strauss Group price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Strauss price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 140.2 K |
Strauss Group lagged returns against current returns
Autocorrelation, which is Strauss 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 Strauss' stock expected returns. We can calculate the autocorrelation of Strauss returns to help us make a trade decision. For example, suppose you find that Strauss 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 |
Strauss 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 Strauss stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strauss stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strauss stock over time.
Current vs Lagged Prices |
| Timeline |
Strauss Lagged Returns
When evaluating Strauss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strauss stock have on its future price. Strauss 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, Strauss autocorrelation shows the relationship between Strauss stock current value and its past values and can show if there is a momentum factor associated with investing in Strauss Group.
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 Strauss Stock
Strauss financial ratios help investors to determine whether Strauss 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 Strauss with respect to the benefits of owning Strauss security.