Value Capital (Israel) Market Value
| PLTF Stock | ILS 39.00 2.60 7.14% |
| Symbol | Value |
Value Capital '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 Value Capital'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 Value Capital.
| 02/19/2024 |
| 04/19/2024 |
If you would invest 0.00 in Value Capital on February 19, 2024 and sell it all today you would earn a total of 0.00 from holding Value Capital One or generate 0.0% return on investment in Value Capital over 60 days. Value Capital is related to or competes with Migdal Insurance, Phoenix Holdings, Harel Insurance, Clal Insurance, Bank Leumi, Elco, and Shufersal. Financial Services Ltd provides check discounting services to small and medium-sized businesses in Israel More
Value Capital 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 Value Capital'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 Value Capital One upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 16.99 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.08 |
Value Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Capital's standard deviation. In reality, there are many statistical measures that can use Value Capital historical prices to predict the future Value Capital's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Value Capital'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.
Value Capital One Backtested Returns
Value Capital One owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.22, which indicates the firm had a -0.22% return per unit of risk over the last 3 months. Value Capital One exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Capital's Coefficient Of Variation of (533.37), variance of 7.34, and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. Value Capital returns are very sensitive to returns on the market. As the market goes up or down, Value Capital is expected to follow. Value Capital One has an expected return of -0.59%. Please make sure to validate Value Capital value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Value Capital One performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Value Capital One has average predictability. Overlapping area represents the amount of predictability between Value Capital time series from 19th of February 2024 to 20th of March 2024 and 20th of March 2024 to 19th 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 Value Capital One price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Value Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 12.04 |
Value Capital One lagged returns against current returns
Autocorrelation, which is Value Capital 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 Value Capital's stock expected returns. We can calculate the autocorrelation of Value Capital returns to help us make a trade decision. For example, suppose you find that Value Capital 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 |
Value Capital 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 Value Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Value Capital Lagged Returns
When evaluating Value Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Capital stock have on its future price. Value Capital 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, Value Capital autocorrelation shows the relationship between Value Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Value Capital One.
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 Value Capital 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, Value Capital's short interest history, or implied volatility extrapolated from Value Capital options trading.
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Value Capital One using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Value Capital Correlation, Value Capital Volatility and Value Capital Alpha and Beta module to complement your research on Value Capital. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Complementary Tools for Value Stock analysis
When running Value Capital's price analysis, check to measure Value Capital'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 Value Capital is operating at the current time. Most of Value Capital's value examination focuses on studying past and present price action to predict the probability of Value Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Value Capital's price. Additionally, you may evaluate how the addition of Value Capital to your portfolios can decrease your overall portfolio volatility.
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Value Capital 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.