Plasto Cargal (Israel) Backtesting

PLCR -- Israel Stock  

null 525.10  40.50  8.36%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Plasto Cargal Group Ltd and determine expected loss or profit from investing in Plasto Cargal over given investment horizon. Additionally take a look at Plasto Cargal Hype Analysis, Plasto Cargal Correlation, Plasto Cargal Valuation, Plasto Cargal Volatility as well as analyze Plasto Cargal Alpha and Beta and Plasto Cargal Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Plasto Cargal 'What if' Analysis

October 14, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
December 13, 2018
0.00
If you would invest  0.00  in Plasto Cargal on October 14, 2018 and sell it all today you would earn a total of 0.00 from holding Plasto Cargal Group Ltd or generate 0.0% return on investment in Plasto Cargal over 60 days. Plasto Cargal is related to or competes with Formula Vision, Y Z, Aposense Ltd, Pluristem Therapeutics, IceCure Medical, and Protalix BioTherapeutics. Cargal Ltd. develops, manufactures, and markets corrugated board and flexible packaging solutions to industrial firms in...

Plasto Cargal Upside/Downside Indicators

Information Ratio(0.23)
Maximum Drawdown8.63
Value At Risk(4.66)
Potential Upside2.06
  

Plasto Cargal Market Premium Indicators

Risk Adjusted Performance(0.44)
Jensen Alpha(0.56)
Total Risk Alpha(0.37)
Treynor Ratio(3.80)

Plasto Cargal Group Backtested Returns

Macroaxis considers Plasto Cargal to be not too risky. Plasto Cargal Group maintains Sharpe Ratio (i.e. Efficiency) of -0.392 which implies Plasto Cargal Group had -0.392% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting 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. Plasto Cargal Group exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Plasto Cargal Group Coefficient Of Variation of (311.34) and Risk Adjusted Performance of (0.44) to confirm risk estimate we provide. Macroaxis gives Plasto Cargal performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.1536 which implies as returns on market increase, Plasto Cargal returns are expected to increase less than the market. However during bear market, the loss on holding Plasto Cargal will be expected to be smaller as well.. Even though it is essential to pay attention to Plasto Cargal Group current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Plasto Cargal Group exposes twenty-one different technical indicators which can help you to evaluate its performance. Plasto Cargal Group has expected return of -0.8195%. Please be advised to check Plasto Cargal Group Mean Deviation, Downside Deviation, Standard Deviation, as well as the relationship between Semi Deviation and Coefficient Of Variation to decide if Plasto Cargal Group past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.48 
correlation synergy

Average predictability

Plasto Cargal Group Ltd has average predictability. Overlapping area represents the amount of predictability between Plasto Cargal time series from October 14, 2018 to November 13, 2018 and November 13, 2018 to December 13, 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 Plasto Cargal Group price movement. The serial correlation of 0.48 indicates that about 48.0% of current Plasto Cargal price fluctuation can be explain by its past prices.
Correlation Coefficient0.48
Spearman Rank Test0.78
Residual Average0.0
Price Variance2668.45

Plasto Cargal Group lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Plasto Cargal regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Plasto Cargal Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - PLCR

Plasto Cargal Group Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Plasto Cargal Group Ltd. What is your perspective on investing in Plasto Cargal Group Ltd? Are you bullish or bearish?
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50% Bearish
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Additionally take a look at Plasto Cargal Hype Analysis, Plasto Cargal Correlation, Plasto Cargal Valuation, Plasto Cargal Volatility as well as analyze Plasto Cargal Alpha and Beta and Plasto Cargal Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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