Israel Corp (Israel) Market Value

ILCO Stock  ILA 98,440  460.00  0.47%   
Israel Corp's market value is the price at which a share of Israel Corp trades on a public exchange. It measures the collective expectations of Israel Corp investors about its performance. Israel Corp is trading at 98440.00 as of the 28th of March 2024, a -0.47 percent decrease since the beginning of the trading day. The stock's open price was 98900.0.
With this module, you can estimate the performance of a buy and hold strategy of Israel Corp and determine expected loss or profit from investing in Israel Corp over a given investment horizon. Check out Israel Corp Correlation, Israel Corp Volatility and Israel Corp Alpha and Beta module to complement your research on Israel Corp.
Symbol

Please note, there is a significant difference between Israel Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Israel Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Israel Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Israel Corp '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 Israel Corp'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 Israel Corp.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Israel Corp on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Israel Corp or generate 0.0% return on investment in Israel Corp over 30 days. Israel Corp is related to or competes with Bank Leumi, Mizrahi Tefahot, Israel Discount, Migdal Insurance, FIBI Holdings, Clal Insurance, and Phoenix Holdings. Israel Corporation Ltd, together with its subsidiaries, engages in the specialty minerals and chemicals, and refining an... More

Israel Corp 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 Israel Corp'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 Israel Corp upside and downside potential and time the market with a certain degree of confidence.

Israel Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Israel Corp's standard deviation. In reality, there are many statistical measures that can use Israel Corp historical prices to predict the future Israel Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Israel Corp'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.
Hype
Prediction
LowEstimatedHigh
98,43898,44098,442
Details
Intrinsic
Valuation
LowRealHigh
94,76094,762108,284
Details
Naive
Forecast
LowNextHigh
100,938100,941100,943
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
96,40798,09099,773
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Israel Corp. Your research has to be compared to or analyzed against Israel Corp's peers to derive any actionable benefits. When done correctly, Israel Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Israel Corp.

Israel Corp Backtested Returns

We consider Israel Corp very steady. Israel Corp holds Efficiency (Sharpe) Ratio of 0.0635, which attests that the entity had a 0.0635% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Israel Corp, which you can use to evaluate the volatility of the firm. Please check out Israel Corp's Market Risk Adjusted Performance of 0.0898, downside deviation of 2.35, and Risk Adjusted Performance of 0.0223 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Israel Corp has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Israel Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Israel Corp is expected to be smaller as well. Israel Corp right now retains a risk of 2.41%. Please check out Israel Corp total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Israel Corp will be following its current trending patterns.

Auto-correlation

    
  -0.38  

Poor reverse predictability

Israel Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Israel Corp time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Israel Corp price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Israel Corp price fluctuation can be explain by its past prices.
Correlation Coefficient-0.38
Spearman Rank Test-0.6
Residual Average0.0
Price Variance17.4 M

Israel Corp lagged returns against current returns

Autocorrelation, which is Israel Corp 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 Israel Corp's stock expected returns. We can calculate the autocorrelation of Israel Corp returns to help us make a trade decision. For example, suppose you find that Israel Corp 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  

Israel Corp 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 Israel Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Israel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Israel Corp stock over time.
   Current vs Lagged Prices   
       Timeline  

Israel Corp Lagged Returns

When evaluating Israel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Israel Corp stock have on its future price. Israel Corp 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, Israel Corp autocorrelation shows the relationship between Israel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Israel Corp.
   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 Israel Corp 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, Israel Corp's short interest history, or implied volatility extrapolated from Israel Corp options trading.

Building efficient market-beating portfolios requires time, education, and a lot of computing power!

The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.

Try AI Portfolio Architect
Check out Israel Corp Correlation, Israel Corp Volatility and Israel Corp Alpha and Beta module to complement your research on Israel Corp.
You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Israel Stock analysis

When running Israel Corp's price analysis, check to measure Israel Corp'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 Israel Corp is operating at the current time. Most of Israel Corp's value examination focuses on studying past and present price action to predict the probability of Israel Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Israel Corp's price. Additionally, you may evaluate how the addition of Israel Corp to your portfolios can decrease your overall portfolio volatility.
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Global Correlations
Find global opportunities by holding instruments from different markets
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Commodity Directory
Find actively traded commodities issued by global exchanges
Top Crypto Exchanges
Search and analyze digital assets across top global cryptocurrency exchanges
Israel Corp 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.
A focus of Israel Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Israel Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...