Israel Opportunity (Israel) Backtesting

ISOP-L -- Israel Stock  

ILS 124.70  0.70  0.56%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Israel Opportunity Energy Resources Limited Partnership and determine expected loss or profit from investing in Israel Opportunity over given investment horizon. Please also check Israel Opportunity Hype Analysis, Israel Opportunity Correlation, Israel Opportunity Valuation, Israel Opportunity Volatility as well as analyze Israel Opportunity Alpha and Beta and Israel Opportunity Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Israel Opportunity 'What if' Analysis

September 18, 2018
0.00
No Change 0.00  0.0%
In 30 days
October 18, 2018
0.00
If you would invest  0.00  in Israel Opportunity on September 18, 2018 and sell it all today you would earn a total of 0.00 from holding Israel Opportunity Energy Resources Limited Partnership or generate 0.0% return on investment in Israel Opportunity over 30 days. Israel Opportunity is related to or competes with Isramco Negev, Naphtha Israel, and . Israel Opportunity - Energy Resources, Limited Partnership engages in the exploration of oil and gas properties in Israe...

Israel Opportunity Upside/Downside Indicators

Information Ratio0.27
Maximum Drawdown5.26
Value At Risk1.83
Potential Upside0.6808
  

Israel Opportunity Market Premium Indicators

Risk Adjusted Performance0.38
Jensen Alpha0.39
Total Risk Alpha0.29
Treynor Ratio20.19

Israel Opportunity Backtested Returns

Macroaxis considers Israel Opportunity to be not too risky. Israel Opportunity holds Efficiency (Sharpe) Ratio of -0.1372 which attests that Israel Opportunity had -0.1372% 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. Israel Opportunity exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Israel Opportunity Market Risk Adjusted Performance of 20.2 and Risk Adjusted Performance of 0.38 to validate risk estimate we provide. Macroaxis gives Israel Opportunity performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.0194 which attests that as returns on market increase, returns on owning Israel Opportunity are expected to decrease at a much smaller rate. During bear market, Israel Opportunity is likely to outperform the market.. Even though it is essential to pay attention to Israel Opportunity 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. Israel Opportunity exposes twenty-one different technical indicators which can help you to evaluate its performance. Israel Opportunity has expected return of -0.2864%. Please be advised to check out Israel Opportunity Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Israel Opportunity past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.38) 

Poor reverse predictability

Israel Opportunity Energy Resources Limited Partnership has poor reverse predictability. Overlapping area represents the amount of predictability between Israel Opportunity time series from September 18, 2018 to October 3, 2018 and October 3, 2018 to October 18, 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 Israel Opportunity price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Israel Opportunity price fluctuation can be explain by its past prices. Given that Israel Opportunity Energy Resources Limited Partnership has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Israel Opportunity for similar time interval.
Correlation Coefficient-0.38
Spearman Rank Test-0.77
Residual Average0.0
Price Variance5.56

Israel Opportunity lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Israel Opportunity regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Israel Opportunity Lagged Returns

 Regressed Prices 
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Current Sentiment - ISOP-L

Israel Opportunity Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Israel Opportunity Energy Resources Limited Partnership. What is your judgment towards investing in Israel Opportunity Energy Resources Limited Partnership? Are you bullish or bearish?
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Please also check Israel Opportunity Hype Analysis, Israel Opportunity Correlation, Israel Opportunity Valuation, Israel Opportunity Volatility as well as analyze Israel Opportunity Alpha and Beta and Israel Opportunity Performance. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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