Amot Investment (Israel) Backtesting

AMOT -- Israel Stock  

ILS 1,899  29.00  1.55%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Amot Investment Ltd and determine expected loss or profit from investing in Amot Investment over given investment horizon. Check also Amot Investment Hype Analysis, Amot Investment Correlation, Amot Investment Valuation, Amot Investment Volatility as well as analyze Amot Investment Alpha and Beta and Amot Investment Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Amot Investment 'What if' Analysis

September 17, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 17, 2018
0.00
If you would invest  0.00  in Amot Investment on September 17, 2018 and sell it all today you would earn a total of 0.00 from holding Amot Investment Ltd or generate 0.0% return on investment in Amot Investment over 30 days. Amot Investment is related to or competes with Bezeq Israel, Oil Refineries, Perrigo Company, Bank Leumi, Israel Chemicals, NICE Ltd, and Azrieli Group. Its properties include central bus stations, commercial centers, supermarkets, banks, and other commercial areas

Amot Investment Upside/Downside Indicators

Maximum Drawdown2.63
Value At Risk1.51
Potential Upside0.733
  

Amot Investment Market Premium Indicators

Risk Adjusted Performance0.01

Amot Investment Backtested Returns

Macroaxis considers Amot Investment to be not too risky. Amot Investment secures Sharpe Ratio (or Efficiency) of -0.0731 which signifies that Amot Investment had -0.0731% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Amot Investment Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Amot Investment Risk Adjusted Performance of 0.01 and Mean Deviation of 0.447 to double-check risk estimate we provide. Macroaxis gives Amot Investment performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Amot Investment are completely uncorrelated. Even though it is essential to pay attention to Amot Investment historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Amot Investment Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Amot Investment has expected return of -0.035%. Please be advised to confirm Amot Investment Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Amot Investment past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.89) 

Excellent reverse predictability

Amot Investment Ltd has excellent reverse predictability. Overlapping area represents the amount of predictability between Amot Investment time series from September 17, 2018 to October 2, 2018 and October 2, 2018 to October 17, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amot Investment price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Amot Investment price fluctuation can be explain by its past prices. Given that Amot Investment Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Amot Investment for similar time interval.
Correlation Coefficient-0.89
Spearman Rank Test0.76
Residual Average0.0
Price Variance190.23

Amot Investment lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Amot Investment regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Amot Investment Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - AMOT

Amot Investment Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Amot Investment Ltd. What is your sentiment towards investing in Amot Investment Ltd? Are you bullish or bearish?
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Amot Investment Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Amot Investment and Bezeq The Israel. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Check also Amot Investment Hype Analysis, Amot Investment Correlation, Amot Investment Valuation, Amot Investment Volatility as well as analyze Amot Investment Alpha and Beta and Amot Investment Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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