As of 23 of August Israel Index retains Risk Adjusted Performance of 0.0642 and Downside Deviation of 1.34. Macroaxis technical analysis interface lets you check existing technical drivers of Israel Index as well as the relationship between them. In other words you can use this information to find out if the entity will indeed mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Israel Index which can be compared to its competitors. Please check out Israel Index Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if Israel Index is priced fairly providing market reflects its last-minute price of 1016.45 per share.
|Horizon||30 Days Login to change|
Israel Index Trend AnalysisUse this graph to draw trend lines for Israel Index. You can use it to identify possible trend reversals for Israel Index as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Israel Index price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Israel Index Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Israel Index applied against its price change over selected period. The best fit line has a slop of 0.14 % which may suggest that Israel Index market price will keep on failing further. It has 78 observation points and a regression sum of squares at 206.55, which is the sum of squared deviations for the predicted Israel Index price change compared to its average price change.
Israel Index August 23, 2019 Technical Indicators
|Risk Adjusted Performance||0.0642|
|Coefficient Of Variation||1465.15|
|Total Risk Alpha||0.1166|
|Value At Risk||(1.56)|
|Expected Short fall||(0.66)|
Israel Index August 23, 2019 Daily Price Condition
|Daily Balance Of Power||0.58|
|Rate Of Daily Change||1.00|
|Day Median Price||1,016|
|Day Typical Price||1,016|
|Price Action Indicator||1.88|
|Market Facilitation Index||3.59|