Strauss (Israel) Market Value

STRS Stock  ILA 8,065  71.00  0.89%   
Strauss' market value is the price at which a share of Strauss trades on a public exchange. It measures the collective expectations of Strauss Group investors about its performance. Strauss is trading at 8065.00 as of the 1st of March 2025, a 0.89% increase since the beginning of the trading day. The stock's open price was 7994.0.
With this module, you can estimate the performance of a buy and hold strategy of Strauss Group and determine expected loss or profit from investing in Strauss over a given investment horizon. Check out Strauss Correlation, Strauss Volatility and Strauss Alpha and Beta module to complement your research on Strauss.
Symbol

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

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.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Strauss on March 12, 2023 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 720 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.

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.
Hype
Prediction
LowEstimatedHigh
8,0638,0658,067
Details
Intrinsic
Valuation
LowRealHigh
6,6926,6948,872
Details

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 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Strauss Group, which you can use to evaluate the volatility of the company. Please review Strauss' Risk Adjusted Performance of 0.1565, coefficient of variation of 490.85, and Semi Deviation of 0.985 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Strauss holds a performance score of 19. The entity has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Strauss are expected to decrease at a much lower rate. During the bear market, Strauss is likely to outperform the market. Please check Strauss' sortino ratio, maximum drawdown, potential upside, as well as 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

    
  -0.73  

Almost perfect reverse predictability

Strauss Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Strauss time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 -0.73 indicates that around 73.0% of current Strauss price fluctuation can be explain by its past prices.
Correlation Coefficient-0.73
Spearman Rank Test-0.22
Residual Average0.0
Price Variance480.1 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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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.