Atreyu Capital (Israel) Market Value
| ATRY Stock | 5,182 306.00 6.28% |
| Symbol | Atreyu |
Atreyu Capital '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 Atreyu Capital'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 Atreyu Capital.
| 10/21/2023 |
| 04/18/2024 |
If you would invest 0.00 in Atreyu Capital on October 21, 2023 and sell it all today you would earn a total of 0.00 from holding Atreyu Capital Markets or generate 0.0% return on investment in Atreyu Capital over 180 days. Atreyu Capital is related to or competes with Rani Zim, Accel Solutions, and Rapac Communication. Atreyu Capital Markets Ltd provides securities trading, investment banking, research, brokerage, and investment manageme... More
Atreyu Capital 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 Atreyu Capital'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 Atreyu Capital Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 7.25 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.24 |
Atreyu Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atreyu Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atreyu Capital's standard deviation. In reality, there are many statistical measures that can use Atreyu Capital historical prices to predict the future Atreyu Capital's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.1) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atreyu Capital'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.
Atreyu Capital Markets Backtested Returns
We consider Atreyu Capital very steady. Atreyu Capital Markets secures Sharpe Ratio (or Efficiency) of 0.0177, which signifies that the company had a 0.0177% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Atreyu Capital Markets, which you can use to evaluate the volatility of the firm. Please confirm Atreyu Capital's Mean Deviation of 1.14, risk adjusted performance of (0.02), and Standard Deviation of 1.54 to double-check if the risk estimate we provide is consistent with the expected return of 0.0321%. Atreyu Capital has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atreyu Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atreyu Capital is expected to be smaller as well. Atreyu Capital Markets right now shows a risk of 1.81%. Please confirm Atreyu Capital Markets treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Atreyu Capital Markets will be following its price patterns.
Auto-correlation | 0.30 |
Below average predictability
Atreyu Capital Markets has below average predictability. Overlapping area represents the amount of predictability between Atreyu Capital time series from 21st of October 2023 to 19th of January 2024 and 19th of January 2024 to 18th 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 Atreyu Capital Markets price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Atreyu Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 65.5 K |
Atreyu Capital Markets lagged returns against current returns
Autocorrelation, which is Atreyu Capital 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 Atreyu Capital's stock expected returns. We can calculate the autocorrelation of Atreyu Capital returns to help us make a trade decision. For example, suppose you find that Atreyu Capital 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 |
Atreyu Capital 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 Atreyu Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atreyu Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atreyu Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Atreyu Capital Lagged Returns
When evaluating Atreyu Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atreyu Capital stock have on its future price. Atreyu Capital 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, Atreyu Capital autocorrelation shows the relationship between Atreyu Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Atreyu Capital Markets.
Regressed Prices |
| Timeline |
Pair Trading with Atreyu Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Atreyu Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Atreyu Capital will appreciate offsetting losses from the drop in the long position's value.Moving against Atreyu Stock
| 0.43 | INBR | Inbar Group Finance | PairCorr |
The ability to find closely correlated positions to Atreyu Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Atreyu Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Atreyu Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Atreyu Capital Markets to buy it.
The correlation of Atreyu Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Atreyu Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Atreyu Capital Markets moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Atreyu Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Atreyu Capital Correlation, Atreyu Capital Volatility and Atreyu Capital Alpha and Beta module to complement your research on Atreyu Capital. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for Atreyu Stock analysis
When running Atreyu Capital's price analysis, check to measure Atreyu Capital'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 Atreyu Capital is operating at the current time. Most of Atreyu Capital's value examination focuses on studying past and present price action to predict the probability of Atreyu Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atreyu Capital's price. Additionally, you may evaluate how the addition of Atreyu Capital to your portfolios can decrease your overall portfolio volatility.
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Atreyu Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.