Mordechai Aviv (Israel) Backtesting

AVIV -- Israel Stock  

ILS 1,079  0.00  0.00%

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

October 13, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 12, 2018
0.00
If you would invest  0.00  in Mordechai Aviv on October 13, 2018 and sell it all today you would earn a total of 0.00 from holding Mordechai Aviv Taasiot Beniyah Ltd or generate 0.0% return on investment in Mordechai Aviv over 60 days. Mordechai Aviv is related to or competes with Shapir Engineering, Electra Ltd, Shikun Binui, Minrav Holdings, Meshulam Levinstein, Lewinsky Ofer, and Aviv Arlon. Mordechai Aviv Taasiot Beniyah Ltd. operates as a real estate company in Israel and internationally

Mordechai Aviv Upside/Downside Indicators

Information Ratio0.0397
Maximum Drawdown11.62
Value At Risk(3.78)
Potential Upside3.93
  

Mordechai Aviv Market Premium Indicators

Risk Adjusted Performance(0.035859)
Jensen Alpha(0.1)
Total Risk Alpha0.1977
Treynor Ratio0.544

Mordechai Aviv Taasiot Backtested Returns

Macroaxis considers Mordechai Aviv to be not too risky. Mordechai Aviv Taasiot has Sharpe Ratio of -0.0495 which conveys that Mordechai Aviv Taasiot had -0.0495% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating 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. Mordechai Aviv exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Mordechai Aviv Taasiot Beniyah Ltd Mean Deviation of 1.34 and Risk Adjusted Performance of (0.035859) to check out risk estimate we provide. Macroaxis gives Mordechai Aviv performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.1389 which conveys that as returns on market increase, returns on owning Mordechai Aviv are expected to decrease at a much smaller rate. During bear market, Mordechai Aviv is likely to outperform the market.. Even though it is essential to pay attention to Mordechai Aviv Taasiot price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mordechai Aviv exposes twenty-one different technical indicators which can help you to evaluate its performance. Mordechai Aviv Taasiot has expected return of -0.1211%. Please be advised to verify Mordechai Aviv Taasiot Beniyah Ltd Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Mordechai Aviv Taasiot past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.22) 
correlation synergy

Weak reverse predictability

Mordechai Aviv Taasiot Beniyah Ltd has weak reverse predictability. Overlapping area represents the amount of predictability between Mordechai Aviv time series from October 13, 2018 to November 12, 2018 and November 12, 2018 to December 12, 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 Mordechai Aviv Taasiot price movement. The serial correlation of -0.22 indicates that over 22.0% of current Mordechai Aviv price fluctuation can be explain by its past prices. Given that Mordechai Aviv Taasiot Beniyah Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Mordechai Aviv for similar time interval.
Correlation Coefficient-0.22
Spearman Rank Test-0.6
Residual Average0.0
Price Variance650.37

Mordechai Aviv Taasiot lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Mordechai Aviv regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Mordechai Aviv Lagged Returns

 Regressed Prices 
      Timeline 

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Mordechai Aviv Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Mordechai Aviv and Shapir Engineering and. 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 Mordechai Aviv Hype Analysis, Mordechai Aviv Correlation, Mordechai Aviv Valuation, Mordechai Aviv Volatility as well as analyze Mordechai Aviv Alpha and Beta and Mordechai Aviv Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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