Israel Opportunity (Israel) Market Value

ISOP-L Stock  ILA 71.00  1.30  1.80%   
Israel Opportunity's market value is the price at which a share of Israel Opportunity trades on a public exchange. It measures the collective expectations of Israel Opportunity investors about its performance. Israel Opportunity is trading at 71.00 as of the 29th of March 2024, a -1.8 percent decrease since the beginning of the trading day. The stock's open price was 72.3.
With this module, you can estimate the performance of a buy and hold strategy of Israel Opportunity and determine expected loss or profit from investing in Israel Opportunity over a given investment horizon. Check out Israel Opportunity Correlation, Israel Opportunity Volatility and Israel Opportunity Alpha and Beta module to complement your research on Israel Opportunity.
Symbol

Please note, there is a significant difference between Israel Opportunity's value and its price as these two are different measures arrived at by different means. Investors typically determine if Israel Opportunity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Israel Opportunity'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 Opportunity '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 Opportunity'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 Opportunity.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in Israel Opportunity on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Israel Opportunity or generate 0.0% return on investment in Israel Opportunity over 720 days. Israel Opportunity is related to or competes with Delek, Tamar Petroleum, Israel Land, Israel Land, and Ratio Energies. Israel Opportunity - Energy Resources, LP engages in the exploration, development, and production of oil and gas propert... More

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

Israel Opportunity Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Israel Opportunity's standard deviation. In reality, there are many statistical measures that can use Israel Opportunity historical prices to predict the future Israel Opportunity'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 Opportunity'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
68.8271.0073.18
Details
Intrinsic
Valuation
LowRealHigh
68.8271.0073.18
Details
Naive
Forecast
LowNextHigh
67.2669.4471.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
70.8173.0275.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Israel Opportunity. Your research has to be compared to or analyzed against Israel Opportunity's peers to derive any actionable benefits. When done correctly, Israel Opportunity'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 Opportunity.

Israel Opportunity Backtested Returns

Israel Opportunity holds Efficiency (Sharpe) Ratio of -0.15, which attests that the entity had a -0.15% return per unit of risk over the last 3 months. Israel Opportunity exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Israel Opportunity's Risk Adjusted Performance of (0.06), standard deviation of 2.29, and Market Risk Adjusted Performance of (0.53) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Israel Opportunity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Israel Opportunity is expected to be smaller as well. Israel Opportunity has an expected return of -0.34%. Please make sure to check out Israel Opportunity maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Israel Opportunity performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.01  

Very weak reverse predictability

Israel Opportunity has very weak reverse predictability. Overlapping area represents the amount of predictability between Israel Opportunity time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th 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 Opportunity price movement. The serial correlation of -0.01 indicates that just 1.0% of current Israel Opportunity price fluctuation can be explain by its past prices.
Correlation Coefficient-0.01
Spearman Rank Test0.23
Residual Average0.0
Price Variance115.48

Israel Opportunity lagged returns against current returns

Autocorrelation, which is Israel Opportunity 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 Opportunity's stock expected returns. We can calculate the autocorrelation of Israel Opportunity returns to help us make a trade decision. For example, suppose you find that Israel Opportunity 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 Opportunity 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 Opportunity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Israel Opportunity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Israel Opportunity stock over time.
   Current vs Lagged Prices   
       Timeline  

Israel Opportunity Lagged Returns

When evaluating Israel Opportunity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Israel Opportunity stock have on its future price. Israel Opportunity 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 Opportunity autocorrelation shows the relationship between Israel Opportunity stock current value and its past values and can show if there is a momentum factor associated with investing in Israel Opportunity .
   Regressed Prices   
       Timeline  

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Check out Israel Opportunity Correlation, Israel Opportunity Volatility and Israel Opportunity Alpha and Beta module to complement your research on Israel Opportunity.
You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.

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When running Israel Opportunity's price analysis, check to measure Israel Opportunity'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 Opportunity is operating at the current time. Most of Israel Opportunity's value examination focuses on studying past and present price action to predict the probability of Israel Opportunity'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 Opportunity's price. Additionally, you may evaluate how the addition of Israel Opportunity to your portfolios can decrease your overall portfolio volatility.
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Israel Opportunity 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 Opportunity technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Israel Opportunity 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...