Aviv Arlon (Israel) Market Value
| AVLN Stock | ILS 382.30 0.00 0.00% |
| Symbol | Aviv |
Aviv Arlon '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 Aviv Arlon'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 Aviv Arlon.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Aviv Arlon on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Aviv Arlon or generate 0.0% return on investment in Aviv Arlon over 30 days. Aviv Arlon is related to or competes with Ashtrom, and Shikun Binui. Aviv Arlon Ltd. focuses on the acquisition, improvement, development, leasing, and management of shopping centers in the... More
Aviv Arlon 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 Aviv Arlon'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 Aviv Arlon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.53 | |||
| Information Ratio | 0.0757 | |||
| Maximum Drawdown | 35.2 | |||
| Value At Risk | (5.45) | |||
| Potential Upside | 7.69 |
Aviv Arlon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aviv Arlon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aviv Arlon's standard deviation. In reality, there are many statistical measures that can use Aviv Arlon historical prices to predict the future Aviv Arlon's volatility.| Risk Adjusted Performance | 0.067 | |||
| Jensen Alpha | 0.389 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.1006 | |||
| Treynor Ratio | 0.7643 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aviv Arlon'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.
Aviv Arlon Backtested Returns
Aviv Arlon appears to be very steady, given 3 months investment horizon. Aviv Arlon secures Sharpe Ratio (or Efficiency) of 0.0926, which signifies that the company had a 0.0926% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Aviv Arlon, which you can use to evaluate the volatility of the firm. Please makes use of Aviv Arlon's Risk Adjusted Performance of 0.067, downside deviation of 3.53, and Mean Deviation of 2.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aviv Arlon holds a performance score of 7. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aviv Arlon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aviv Arlon is expected to be smaller as well. Please check Aviv Arlon's information ratio, total risk alpha, and the relationship between the variance and jensen alpha , to make a quick decision on whether Aviv Arlon's price patterns will revert.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 37.48 |
Aviv Arlon lagged returns against current returns
Autocorrelation, which is Aviv Arlon 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 Aviv Arlon's stock expected returns. We can calculate the autocorrelation of Aviv Arlon returns to help us make a trade decision. For example, suppose you find that Aviv Arlon 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 |
Aviv Arlon 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 Aviv Arlon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aviv Arlon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aviv Arlon stock over time.
Current vs Lagged Prices |
| Timeline |
Aviv Arlon Lagged Returns
When evaluating Aviv Arlon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aviv Arlon stock have on its future price. Aviv Arlon 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, Aviv Arlon autocorrelation shows the relationship between Aviv Arlon stock current value and its past values and can show if there is a momentum factor associated with investing in Aviv Arlon.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Aviv Arlon in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Aviv Arlon's short interest history, or implied volatility extrapolated from Aviv Arlon options trading.
Pair Trading with Aviv Arlon
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 Aviv Arlon 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 Aviv Arlon will appreciate offsetting losses from the drop in the long position's value.Moving together with Aviv Stock
| 0.65 | SAFE | Safe T Group | PairCorr |
Moving against Aviv Stock
| 0.84 | INBR | Inbar Group Finance | PairCorr |
| 0.8 | GLTC | Galileo Tech | PairCorr |
| 0.56 | EFNC | Erech Finance Cahalacha | PairCorr |
The ability to find closely correlated positions to Aviv Arlon could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Aviv Arlon 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 Aviv Arlon - 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 Aviv Arlon to buy it.
The correlation of Aviv Arlon 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 Aviv Arlon moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aviv Arlon 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 Aviv Arlon 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 Aviv Arlon Correlation, Aviv Arlon Volatility and Aviv Arlon Alpha and Beta module to complement your research on Aviv Arlon. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Aviv Stock analysis
When running Aviv Arlon's price analysis, check to measure Aviv Arlon'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 Aviv Arlon is operating at the current time. Most of Aviv Arlon's value examination focuses on studying past and present price action to predict the probability of Aviv Arlon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aviv Arlon's price. Additionally, you may evaluate how the addition of Aviv Arlon to your portfolios can decrease your overall portfolio volatility.
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Aviv Arlon 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.