Insuline Medical (Israel) Market Value
| INSL Stock | ILS 349.50 0.50 0.14% |
| Symbol | Insuline |
Insuline Medical '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 Insuline Medical'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 Insuline Medical.
| 02/24/2024 |
| 04/24/2024 |
If you would invest 0.00 in Insuline Medical on February 24, 2024 and sell it all today you would earn a total of 0.00 from holding Insuline Medical or generate 0.0% return on investment in Insuline Medical over 60 days. Insuline Medical is related to or competes with Intercure, Sofwave Medical, Epitomee Medical, Brainsway, Bio View, Envizion Medical, and Insuline Medical. Yaad Sihan Projects Management and Entrepreneurship Ltd More
Insuline Medical 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 Insuline Medical'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 Insuline Medical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (6.42) | |||
| Potential Upside | 4.19 |
Insuline Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insuline Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insuline Medical's standard deviation. In reality, there are many statistical measures that can use Insuline Medical historical prices to predict the future Insuline Medical's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (0.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insuline Medical'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.
Insuline Medical Backtested Returns
Insuline Medical holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had a -0.19% return per unit of risk over the last 3 months. Insuline Medical exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insuline Medical's Market Risk Adjusted Performance of (0.49), risk adjusted performance of (0.06), and Standard Deviation of 3.47 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Insuline Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insuline Medical is expected to be smaller as well. Insuline Medical has an expected return of -0.65%. Please make sure to check out Insuline Medical maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Insuline Medical performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Insuline Medical has modest predictability. Overlapping area represents the amount of predictability between Insuline Medical time series from 24th of February 2024 to 25th of March 2024 and 25th of March 2024 to 24th of April 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 Insuline Medical price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Insuline Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 1748.79 |
Insuline Medical lagged returns against current returns
Autocorrelation, which is Insuline Medical 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 Insuline Medical's stock expected returns. We can calculate the autocorrelation of Insuline Medical returns to help us make a trade decision. For example, suppose you find that Insuline Medical 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 |
Insuline Medical 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 Insuline Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insuline Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insuline Medical stock over time.
Current vs Lagged Prices |
| Timeline |
Insuline Medical Lagged Returns
When evaluating Insuline Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insuline Medical stock have on its future price. Insuline Medical 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, Insuline Medical autocorrelation shows the relationship between Insuline Medical stock current value and its past values and can show if there is a momentum factor associated with investing in Insuline Medical.
Regressed Prices |
| Timeline |
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Complementary Tools for Insuline Stock analysis
When running Insuline Medical's price analysis, check to measure Insuline Medical'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 Insuline Medical is operating at the current time. Most of Insuline Medical's value examination focuses on studying past and present price action to predict the probability of Insuline Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insuline Medical's price. Additionally, you may evaluate how the addition of Insuline Medical to your portfolios can decrease your overall portfolio volatility.
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Insuline Medical 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.