Bank Hapoalim (Israel) Backtesting

POLI -- Israel Stock  

ILS 2,530  50.00  1.94%

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

Bank Hapoalim 'What if' Analysis

September 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 23, 2018
0.00
If you would invest  0.00  in Bank Hapoalim on September 23, 2018 and sell it all today you would earn a total of 0.00 from holding Bank Hapoalim B M or generate 0.0% return on investment in Bank Hapoalim over 30 days. Bank Hapoalim is related to or competes with F I. Bank Hapoalim B.M., together with its subsidiaries, provides a range of banking and financial products and services in I...

Bank Hapoalim Upside/Downside Indicators

Information Ratio0.1069
Maximum Drawdown6.02
Value At Risk1.94
Potential Upside1.41
  

Bank Hapoalim Market Premium Indicators

Risk Adjusted Performance0.030075
Jensen Alpha0.09
Total Risk Alpha0.1465
Treynor Ratio0.1524

Bank Hapoalim B Backtested Returns

Macroaxis considers Bank Hapoalim to be not too risky. Bank Hapoalim B secures Sharpe Ratio (or Efficiency) of -0.2861 which signifies that Bank Hapoalim B had -0.2861% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing 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. Bank Hapoalim B M exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Bank Hapoalim B Risk Adjusted Performance of 0.030075 and Mean Deviation of 0.8026 to double-check risk estimate we provide. Macroaxis gives Bank Hapoalim performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2904 which signifies that as returns on market increase, returns on owning Bank Hapoalim are expected to decrease at a much smaller rate. During bear market, Bank Hapoalim is likely to outperform the market.. Even though it is essential to pay attention to Bank Hapoalim B historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Bank Hapoalim B M exposes twenty-one different technical indicators which can help you to evaluate its performance. Bank Hapoalim B has expected return of -0.2959%. Please be advised to confirm Bank Hapoalim B Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Bank Hapoalim B past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.49 

Average predictability

Bank Hapoalim B M has average predictability. Overlapping area represents the amount of predictability between Bank Hapoalim time series from September 23, 2018 to October 8, 2018 and October 8, 2018 to October 23, 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 Bank Hapoalim B price movement. The serial correlation of 0.49 indicates that about 49.0% of current Bank Hapoalim price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.13
Residual Average0.0
Price Variance429.58

Bank Hapoalim B lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Bank Hapoalim regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Bank Hapoalim Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at Bank Hapoalim Hype Analysis, Bank Hapoalim Correlation, Bank Hapoalim Valuation, Bank Hapoalim Volatility as well as analyze Bank Hapoalim Alpha and Beta and Bank Hapoalim Performance. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
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