Neocity Group (Israel) Backtesting

NCT -- Israel Stock  

ILS 262.00  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Neocity Group for Investments and Holdings Ltd and determine expected loss or profit from investing in Neocity Group over given investment horizon. Please see also Neocity Group Hype Analysis, Neocity Group Correlation, Neocity Group Valuation, Neocity Group Volatility as well as analyze Neocity Group Alpha and Beta and Neocity Group Performance.
Horizon     30 Days    Login   to change

Neocity Group 'What if' Analysis

September 19, 2018
No Change 0.00  0.0%
In 30 days
October 19, 2018
If you would invest  0.00  in Neocity Group on September 19, 2018 and sell it all today you would earn a total of 0.00 from holding Neocity Group for Investments and Holdings Ltd or generate 0.0% return on investment in Neocity Group over 30 days. Neocity Group is related to or competes with Bezeq Israel, Oil Refineries, Perrigo Company, Bank Leumi, Israel Chemicals, NICE Ltd, and Azrieli Group. Neocity Group for Investments and Holdings Ltd

Neocity Group Upside/Downside Indicators

Information Ratio0.0107
Maximum Drawdown3.38
Value At Risk2.40

Neocity Group Market Premium Indicators

Risk Adjusted Performance0.18
Jensen Alpha0.18
Total Risk Alpha0.00201
Treynor Ratio4.23

Neocity Group for Backtested Returns

We consider Neocity Group not too risky. Neocity Group for has Sharpe Ratio of 0.2582 which conveys that Neocity Group for had 0.2582% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Neocity Group which you can use to evaluate future volatility of the firm. Please verify Neocity Group for Investments and Holdings Ltd Mean Deviation of 0.4959 and Risk Adjusted Performance of 0.18 to check out if risk estimate we provide are consistent with the epected return of 0.1456%. Neocity Group has performance score of 17 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.041 which conveys that as returns on market increase, returns on owning Neocity Group are expected to decrease at a much smaller rate. During bear market, Neocity Group is likely to outperform the market.. Although it is extremely important to respect Neocity Group for price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Neocity Group for technical indicators you can presently evaluate if the expected return of 0.1456% will be sustainable into the future. Neocity Group for right now secures a risk of 0.5639%. Please verify Neocity Group for Investments and Holdings Ltd Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Neocity Group for Investments and Holdings Ltd will be following its current price movements.