Mishorim Real (Israel) Market Value
| MSHR Stock | ILS 719.90 1.10 0.15% |
| Symbol | Mishorim |
Mishorim 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 Mishorim 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 Mishorim Real.
| 03/16/2024 |
| 04/15/2024 |
If you would invest 0.00 in Mishorim Real on March 16, 2024 and sell it all today you would earn a total of 0.00 from holding Mishorim Real Estate or generate 0.0% return on investment in Mishorim Real over 30 days. Mishorim Real is related to or competes with Isras Investment, and Harel Insurance. Mishorim Real Estate Investments Ltd engages in the investment, development, rental, and sale of real estate assets, hot... More
Mishorim 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 Mishorim 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 Mishorim Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.81 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 4.76 |
Mishorim Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mishorim Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mishorim Real's standard deviation. In reality, there are many statistical measures that can use Mishorim Real historical prices to predict the future Mishorim Real's volatility.| Risk Adjusted Performance | 0.0048 | |||
| Jensen Alpha | 0.0109 | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.0445 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mishorim Real's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mishorim Real Estate Backtested Returns
Mishorim Real Estate has Sharpe Ratio of -0.0013, which conveys that the firm had a -0.0013% return per unit of risk over the last 3 months. Mishorim Real exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mishorim Real's Standard Deviation of 2.43, mean deviation of 1.65, and Risk Adjusted Performance of 0.0048 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mishorim Real are expected to decrease at a much lower rate. During the bear market, Mishorim Real is likely to outperform the market. Mishorim Real Estate has an expected return of -0.0033%. Please make sure to verify Mishorim Real Estate value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Mishorim Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Mishorim Real Estate has insignificant predictability. Overlapping area represents the amount of predictability between Mishorim Real time series from 16th of March 2024 to 31st of March 2024 and 31st of March 2024 to 15th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mishorim Real Estate price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Mishorim Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 439.62 |
Mishorim Real Estate lagged returns against current returns
Autocorrelation, which is Mishorim 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 Mishorim Real's stock expected returns. We can calculate the autocorrelation of Mishorim Real returns to help us make a trade decision. For example, suppose you find that Mishorim 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 |
Mishorim 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 Mishorim Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mishorim Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mishorim Real stock over time.
Current vs Lagged Prices |
| Timeline |
Mishorim Real Lagged Returns
When evaluating Mishorim Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mishorim Real stock have on its future price. Mishorim 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, Mishorim Real autocorrelation shows the relationship between Mishorim Real stock current value and its past values and can show if there is a momentum factor associated with investing in Mishorim Real Estate.
Regressed Prices |
| Timeline |
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Complementary Tools for Mishorim Stock analysis
When running Mishorim Real's price analysis, check to measure Mishorim 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 Mishorim Real is operating at the current time. Most of Mishorim Real's value examination focuses on studying past and present price action to predict the probability of Mishorim 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 Mishorim Real's price. Additionally, you may evaluate how the addition of Mishorim Real to your portfolios can decrease your overall portfolio volatility.
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