Aposense Ltd (Israel) Backtesting

APOS -- Israel Stock  

ILS 69.10  9.10  11.64%

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

Aposense Ltd 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 15, 2018
0.00
If you would invest  0.00  in Aposense Ltd on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Aposense Ltd or generate 0.0% return on investment in Aposense Ltd over 60 days. Aposense Ltd is related to or competes with Azrieli Group. Aposense Ltd., a biopharmaceutical company, engages in the development of novel drugs based on proprietary integration o...

Aposense Ltd Upside/Downside Indicators

Downside Deviation9.22
Information Ratio0.0835
Maximum Drawdown52.85
Value At Risk(9.56)
Potential Upside14.47
  

Aposense Ltd Market Premium Indicators

Risk Adjusted Performance0.0978
Jensen Alpha0.5703
Total Risk Alpha1.2
Sortino Ratio0.0686
Treynor Ratio1.13

Aposense Ltd Backtested Returns

Macroaxis considers Aposense Ltd to be not very risky. Aposense Ltd secures Sharpe Ratio (or Efficiency) of -0.0091 which signifies that Aposense Ltd had -0.0091% 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. Aposense Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Aposense Ltd Downside Deviation of 9.22, Risk Adjusted Performance of 0.0978 and Mean Deviation of 4.25 to double-check risk estimate we provide. Macroaxis gives Aposense Ltd performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4579 which signifies that as returns on market increase, Aposense Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Aposense Ltd will be expected to be smaller as well.. Even though it is essential to pay attention to Aposense Ltd 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. Aposense Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Aposense Ltd has expected return of -0.0566%. Please be advised to confirm Aposense Ltd Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Aposense Ltd past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

Aposense Ltd has no correlation between past and present. Overlapping area represents the amount of predictability between Aposense Ltd time series from October 16, 2018 to November 15, 2018 and November 15, 2018 to December 15, 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 Aposense Ltd price movement. The serial correlation of 0.0 indicates that just 0.0% of current Aposense Ltd price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Aposense Ltd lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Aposense Ltd regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Aposense Ltd Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - APOS

Aposense Ltd Investor Sentiment

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

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Aposense Ltd 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
Run Pair Correlation  
Check also Aposense Ltd Hype Analysis, Aposense Ltd Correlation, Aposense Ltd Valuation, Aposense Ltd Volatility as well as analyze Aposense Ltd Alpha and Beta and Aposense Ltd Performance. Please also try CEO Directory module to screen ceos from public companies around the world.
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