With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hamat Group Ltd and determine expected loss or profit from investing in Hamat Group over given investment horizon. Please also check Hamat Group Hype Analysis, Hamat Group Correlation, Hamat Group Valuation, Hamat Group Volatility as well as analyze Hamat Group Alpha and Beta and Hamat Group Performance.
|Horizon||30 Days Login to change|
Hamat Group 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in Hamat Group on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Hamat Group Ltd or generate 0.0% return on investment in Hamat Group over 60 days. Hamat Group Ltd. manufactures, markets, and exports bathroom and kitchen products in Israel and internationally
Hamat Group Upside/Downside Indicators
Hamat Group Market Premium Indicators
Hamat Group Ltd Backtested Returns
We consider Hamat Group not too risky. Hamat Group Ltd holds Efficiency (Sharpe) Ratio of 0.0661 which attests that Hamat Group Ltd had 0.0661% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Hamat Group Ltd which you can use to evaluate future volatility of the corporation. Please check out Hamat Group Market Risk Adjusted Performance of 0.7525 and Risk Adjusted Performance of
(0.047968) to validate if risk estimate we provide are consistent with the epected return of 0.122%. Hamat Group has performance score of 4 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1061 which attests that as returns on market increase, returns on owning Hamat Group are expected to decrease at a much smaller rate. During bear market, Hamat Group is likely to outperform the market.. Although it is extremely important to respect Hamat Group Ltd current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Hamat Group Ltd technical indicators you can presently evaluate if the expected return of 0.122% will be sustainable into the future. Hamat Group Ltd right now retains a risk of 1.8453%. Please check out Hamat Group Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if Hamat Group will be following its current trending patterns.
|15 days auto-correlation||0.38|
|Spearman Rank Test||0.67|
Hamat Group Ltd lagged returns against current returns
Current and Lagged Values
Hamat Group regressed lagged prices vs. current prices
Current vs Lagged Prices
Hamat Group Lagged Returns
Check real value of public entities based on technical and fundamental data
|All Next||Launch Equity Valuation|
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Hamat Group Hype Analysis, Hamat Group Correlation, Hamat Group Valuation, Hamat Group Volatility as well as analyze Hamat Group Alpha and Beta and Hamat Group Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.