Top Ramdor (Israel) Backtesting

TOPS -- Israel Stock  

null 307.70  2.30  0.74%

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

Top Ramdor 'What if' Analysis

September 17, 2018
0.00
No Change 0.00  0.0%
In 30 days
October 17, 2018
0.00
If you would invest  0.00  in Top Ramdor on September 17, 2018 and sell it all today you would earn a total of 0.00 from holding Top Ramdor Systems Computers Co Ltd or generate 0.0% return on investment in Top Ramdor over 30 days. Top Ramdor is related to or competes with Bezeq Israel, Oil Refineries, Perrigo Company, Bank Leumi, Israel Chemicals, NICE Ltd, and Azrieli Group. Top Ramdor Systems Computers Co. Ltd develops software products for the industry engineering projects in Israel and inte...

Top Ramdor Upside/Downside Indicators

Information Ratio0.32
Maximum Drawdown1.8
Value At Risk1.74
  

Top Ramdor Market Premium Indicators

Risk Adjusted Performance0.45
Jensen Alpha0.27
Total Risk Alpha0.22
Treynor Ratio1.13

Top Ramdor Systems Backtested Returns

Macroaxis considers Top Ramdor to be not too risky. Top Ramdor Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.3075 which indicates Top Ramdor Systems had -0.3075% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Top Ramdor Systems Computers Co Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Top Ramdor Coefficient Of Variation of 242.22 and Risk Adjusted Performance of 0.45 to confirm risk estimate we provide. Macroaxis gives Top Ramdor performance score of 0 on a scale of 0 to 100. The entity has beta of -0.2273 which indicates as returns on market increase, returns on owning Top Ramdor are expected to decrease at a much smaller rate. During bear market, Top Ramdor is likely to outperform the market.. Even though it is essential to pay attention to Top Ramdor Systems current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Top Ramdor Systems Computers Co Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Top Ramdor Systems has expected return of -0.159%. Please be advised to validate Top Ramdor Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if Top Ramdor Systems past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Top Ramdor Systems Computers Co Ltd has virtually no predictability. Overlapping area represents the amount of predictability between Top Ramdor time series from September 17, 2018 to October 2, 2018 and October 2, 2018 to October 17, 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 Top Ramdor Systems price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Top Ramdor price fluctuation can be explain by its past prices.
Correlation Coefficient0.06
Spearman Rank Test-0.14
Residual Average0.0
Price Variance2.32

Top Ramdor Systems lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Top Ramdor regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Top Ramdor Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TOPS

Top Ramdor Systems Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Top Ramdor Systems Computers Co Ltd. What is your outlook on investing in Top Ramdor Systems Computers Co Ltd? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip
Currently Active Assets on Macroaxis
MSFT   
Purchased over 20 shares of
few hours ago
Traded for 111.0
C   
Purchased over 40 shares of
few hours ago
Traded for 69.648
VTSMX   
Purchased over 40 shares of
few hours ago
Traded for 68.2
OTPBF   
Purchased over 70 shares of
few hours ago
Traded for 40.5
CRM   
Purchased over 20 shares of
few hours ago
Traded for 147.1
Also please take a look at Top Ramdor Hype Analysis, Top Ramdor Correlation, Top Ramdor Valuation, Top Ramdor Volatility as well as analyze Top Ramdor Alpha and Beta and Top Ramdor Performance. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Search macroaxis.com