Medipower (Israel) Market Value
| MDPR Stock | ILS 510.50 0.00 0.00% |
| Symbol | Medipower |
Medipower '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 Medipower'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 Medipower.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Medipower on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Medipower M or generate 0.0% return on investment in Medipower over 720 days. Medipower is related to or competes with Ashtrom, and Shikun Binui. Limited owns and manages retail properties and residential developments in the United States, Canada, and Bulgaria More
Medipower 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 Medipower'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 Medipower M upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 1.95 |
Medipower Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medipower's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medipower's standard deviation. In reality, there are many statistical measures that can use Medipower historical prices to predict the future Medipower's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 1.62 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Medipower'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.
Medipower M Backtested Returns
Medipower M has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14% return per unit of risk over the last 3 months. Medipower exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Medipower's Standard Deviation of 2.01, mean deviation of 1.31, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Medipower are expected to decrease at a much lower rate. During the bear market, Medipower is likely to outperform the market. Medipower M has an expected return of -0.28%. Please make sure to verify Medipower M variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Medipower M performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Medipower M has good reverse predictability. Overlapping area represents the amount of predictability between Medipower time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 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 Medipower M price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Medipower price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 2199.88 |
Medipower M lagged returns against current returns
Autocorrelation, which is Medipower 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 Medipower's stock expected returns. We can calculate the autocorrelation of Medipower returns to help us make a trade decision. For example, suppose you find that Medipower 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 |
Medipower 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 Medipower stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medipower stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medipower stock over time.
Current vs Lagged Prices |
| Timeline |
Medipower Lagged Returns
When evaluating Medipower's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medipower stock have on its future price. Medipower 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, Medipower autocorrelation shows the relationship between Medipower stock current value and its past values and can show if there is a momentum factor associated with investing in Medipower M.
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 Medipower 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, Medipower's short interest history, or implied volatility extrapolated from Medipower options trading.
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Complementary Tools for Medipower Stock analysis
When running Medipower's price analysis, check to measure Medipower'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 Medipower is operating at the current time. Most of Medipower's value examination focuses on studying past and present price action to predict the probability of Medipower's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medipower's price. Additionally, you may evaluate how the addition of Medipower to your portfolios can decrease your overall portfolio volatility.
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Medipower 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.