Tiv Taam (Israel) Backtesting

TTAM -- Israel Stock  

ILS 238.80  0.30  0.13%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Tiv Taam Holdings 1 Ltd and determine expected loss or profit from investing in Tiv Taam over given investment horizon. Also please take a look at Tiv Taam Hype Analysis, Tiv Taam Correlation, Tiv Taam Valuation, Tiv Taam Volatility as well as analyze Tiv Taam Alpha and Beta and Tiv Taam Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Tiv Taam 'What if' Analysis

October 16, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 15, 2018
0.00
If you would invest  0.00  in Tiv Taam on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Tiv Taam Holdings 1 Ltd or generate 0.0% return on investment in Tiv Taam over 60 days. Tiv Taam is related to or competes with Neto M, Victory Supermarket, Maabarot Products, and . Tiv Taam Holdings 1 Ltd. owns and operates a chain of food retail stores in Israel

Tiv Taam Upside/Downside Indicators

Downside Deviation1.13
Information Ratio0.1625
Maximum Drawdown4.34
Value At Risk(0.99)
Potential Upside1.36
  

Tiv Taam Market Premium Indicators

Risk Adjusted Performance0.0589
Jensen Alpha0.0395
Total Risk Alpha0.1191
Sortino Ratio0.1342
Treynor Ratio0.9789

Tiv Taam Holdings Backtested Returns

Macroaxis considers Tiv Taam to be not too risky. Tiv Taam Holdings owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0394 which indicates Tiv Taam Holdings had -0.0394% of return per unit of risk over the last 2 months. 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. Tiv Taam Holdings 1 Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tiv Taam Semi Deviation of 0.7814, Coefficient Of Variation of 2051.3 and Risk Adjusted Performance of 0.0589 to confirm risk estimate we provide. Macroaxis gives Tiv Taam performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0361 which indicates as returns on market increase, Tiv Taam returns are expected to increase less than the market. However during bear market, the loss on holding Tiv Taam will be expected to be smaller as well.. Even though it is essential to pay attention to Tiv Taam Holdings 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. Tiv Taam Holdings 1 Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Tiv Taam Holdings has expected return of -0.0449%. Please be advised to validate Tiv Taam Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if Tiv Taam Holdings past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.47) 
correlation synergy

Modest reverse predictability

Tiv Taam Holdings 1 Ltd has modest reverse predictability. Overlapping area represents the amount of predictability between Tiv Taam time series from October 16, 2018 to November 15, 2018 and November 15, 2018 to December 15, 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 Tiv Taam Holdings price movement. The serial correlation of -0.47 indicates that about 47.0% of current Tiv Taam price fluctuation can be explain by its past prices. Given that Tiv Taam Holdings 1 Ltd has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Tiv Taam for similar time interval.
Correlation Coefficient-0.47
Spearman Rank Test-0.24
Residual Average0.0
Price Variance12.0

Tiv Taam Holdings lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Tiv Taam regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Tiv Taam Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TTAM

Tiv Taam Holdings Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Tiv Taam Holdings 1 Ltd. What is your outlook on investing in Tiv Taam Holdings 1 Ltd? Are you bullish or bearish?
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Also please take a look at Tiv Taam Hype Analysis, Tiv Taam Correlation, Tiv Taam Valuation, Tiv Taam Volatility as well as analyze Tiv Taam Alpha and Beta and Tiv Taam Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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