Amot Investment (Israel) Backtesting

AMOT -- Israel Stock  

ILS 1,843  18.00  0.97%

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

October 14, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 13, 2018
0.00
If you would invest  0.00  in Amot Investment on October 14, 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 60 days. Amot Investment is related to or competes with Alony Hetz, and Gazit Globe. Its properties include central bus stations, commercial centers, supermarkets, banks, and other commercial areas

Amot Investment Upside/Downside Indicators

Information Ratio0.1061
Maximum Drawdown3.38
Value At Risk(1.51)
Potential Upside1.36
  

Amot Investment Market Premium Indicators

Risk Adjusted Performance(0.12)
Jensen Alpha(0.07)
Total Risk Alpha0.0236
Treynor Ratio(1.72)

Amot Investment Backtested Returns

Macroaxis considers Amot Investment to be not too risky. Amot Investment secures Sharpe Ratio (or Efficiency) of -0.07 which signifies that Amot Investment had -0.07% of return per unit of risk over the last 2 months. 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 (0.12) and Mean Deviation of 0.6011 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 0.0447 which signifies that as returns on market increase, Amot Investment returns are expected to increase less than the market. However during bear market, the loss on holding Amot Investment will be expected to be smaller as well.. 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 -0.0703%. 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(0.55) 
correlation synergy

Good reverse predictability

Amot Investment Ltd has good reverse predictability. Overlapping area represents the amount of predictability between Amot Investment time series from October 14, 2018 to November 13, 2018 and November 13, 2018 to December 13, 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 -0.55 indicates that about 55.0% 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-0.55
Spearman Rank Test0.16
Residual Average0.0
Price Variance286.07

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 

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Amot Investment Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Amot Investment and Azrieli Group. 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
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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 ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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