Gilat Satellite (Israel) Backtesting

GILT -- Israel Stock  

ILS 3,189  126.00  4.11%

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

September 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
October 20, 2018
0.00
If you would invest  0.00  in Gilat Satellite on September 20, 2018 and sell it all today you would earn a total of 0.00 from holding Gilat Satellite Networks Ltd or generate 0.0% return on investment in Gilat Satellite over 30 days. Gilat Satellite is related to or competes with Bezeq Israel, Oil Refineries, Perrigo Company, Bank Leumi, Israel Chemicals, NICE Ltd, and Azrieli Group. Gilat Satellite Networks Ltd., together with its subsidiaries, provides broadband satellite communication network soluti...

Gilat Satellite Upside/Downside Indicators

Information Ratio0.0166
Maximum Drawdown4.36
Value At Risk1.99
Potential Upside1.96
  

Gilat Satellite Market Premium Indicators

Risk Adjusted Performance0.1
Jensen Alpha0.14
Total Risk Alpha0.0897
Treynor Ratio3.63

Gilat Satellite Networks Backtested Returns

Macroaxis considers Gilat Satellite to be not too risky. Gilat Satellite Networks holds Efficiency (Sharpe) Ratio of -0.0964 which attests that Gilat Satellite Networks had -0.0964% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Gilat Satellite Networks exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Gilat Satellite Market Risk Adjusted Performance of 3.62 and Risk Adjusted Performance of 0.1 to validate risk estimate we provide. Macroaxis gives Gilat Satellite performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0407 which attests that as returns on market increase, Gilat Satellite returns are expected to increase less than the market. However during bear market, the loss on holding Gilat Satellite will be expected to be smaller as well.. Even though it is essential to pay attention to Gilat Satellite Networks current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Gilat Satellite Networks exposes twenty-one different technical indicators which can help you to evaluate its performance. Gilat Satellite Networks has expected return of -0.1442%. Please be advised to check out Gilat Satellite Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if Gilat Satellite Networks past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.14 

Insignificant predictability

Gilat Satellite Networks Ltd has insignificant predictability. Overlapping area represents the amount of predictability between Gilat Satellite time series from September 20, 2018 to October 5, 2018 and October 5, 2018 to October 20, 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 Gilat Satellite Networks price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Gilat Satellite price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test-0.31
Residual Average0.0
Price Variance3776.61

Gilat Satellite Networks lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Gilat Satellite regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Gilat Satellite Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Gilat Satellite Hype Analysis, Gilat Satellite Correlation, Gilat Satellite Valuation, Gilat Satellite Volatility as well as analyze Gilat Satellite Alpha and Beta and Gilat Satellite Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
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