Ormat Technologies Hype Analysis, Ormat Technologies Correlation, Ormat Technologies Valuation, Ormat Technologies Volatility as well as analyze Ormat Technologies Alpha and Beta and Ormat Technologies Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ormat Technologies and determine expected loss or profit from investing in Ormat Technologies over given investment horizon. Additionally take a look at
|Horizon||30 Days Login to change|
Ormat Technologies 'What if' Analysis
March 27, 20190.00
May 26, 20190.00
If you would invest 0.00 in Ormat Technologies on March 27, 2019 and sell it all today you would earn a total of 0.00 from holding Ormat Technologies or generate 0.0% return on investment in Ormat Technologies over 60 days. Ormat Technologies is related to or competes with Internet Gold, Equital Ltd, Shufersal Ltd, Elco Ltd, and Partner Communications. Ormat Technologies, Inc. engages in the geothermal and recovered energy power business in the United States, Indonesia, ...
Ormat Technologies Upside/Downside Indicators
Ormat Technologies Market Premium Indicators
|Risk Adjusted Performance||0.01|
Ormat Technologies Backtested Returns
Macroaxis considers Ormat Technologies very steady given 2 months investment horizon. Ormat Technologies maintains Sharpe Ratio (i.e. Efficiency) of 0.1703 which implies the corporation had 0.1703% of return per unit of risk over the last 2 months. Our philosophy towards forecasting 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 Ormat Technologies which you can use to evaluate future volatility of the company. Please employ Ormat Technologies Risk Adjusted Performance of 0.01 and Coefficient Of Variation of 510.28 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Ormat Technologies holds performance score of 11. The organization holds Beta of 0.0 which implies the returns on MARKET and Ormat Technologies are completely uncorrelated. Although it is extremely important to respect Ormat Technologies current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Ormat Technologies technical indicators you can presently evaluate if the expected return of 0.2014% will be sustainable into the future. Please employ Ormat Technologies Value At Risk, and the relationship between Jensen Alpha and Semi Variance to make a quick decision on weather Ormat Technologies historical price patterns will revert.
|15 days auto-correlation||0.56|
|Spearman Rank Test||0.73|
Ormat Technologies lagged returns against current returns
Current and Lagged Values
Ormat Technologies regressed lagged prices vs. current prices
Current vs Lagged Prices
Ormat Technologies Lagged Returns
Additionally take a look at Ormat Technologies Hype Analysis, Ormat Technologies Correlation, Ormat Technologies Valuation, Ormat Technologies Volatility as well as analyze Ormat Technologies Alpha and Beta and Ormat Technologies Performance. Please also try Premium Stories module to follow macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.