AFRICA ISRAEL (Israel) Risk Analysis And Volatility

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AFIL -- Israel Stock  

ILA 9.80  0.00  0.00%

Macroaxis considers AFRICA ISRAEL to be not too volatile. AFRICA ISRAEL INV secures Sharpe Ratio (or Efficiency) of -0.1924 which signifies that the organization had -0.1924% of return per unit of risk over the last 3 months. 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. AFRICA ISRAEL INV exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AFRICA ISRAEL INV Risk Adjusted Performance of (0.037758) and Mean Deviation of 0.8313 to double-check risk estimate we provide.

90 Days Market Risk

Not too volatile

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

AFRICA ISRAEL Market Sensitivity

As returns on market increase, returns on owning AFRICA ISRAEL are expected to decrease at a much smaller rate. During bear market, AFRICA ISRAEL is likely to outperform the market.
3 Months Beta |Analyze AFRICA ISRAEL INV Demand Trend
Check current 30 days AFRICA ISRAEL correlation with market (DOW)
β = -0.0106

AFRICA ISRAEL Central Daily Price Deviation

AFRICA ISRAEL INV Technical Analysis

Transformation
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AFRICA ISRAEL Projected Return Density Against Market

Assuming 30 trading days horizon, AFRICA ISRAEL INV has beta of -0.0106 . This suggests as returns on benchmark increase, returns on holding AFRICA ISRAEL are expected to decrease at a much smaller rate. During bear market, however, AFRICA ISRAEL INV is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. AFRICA ISRAEL INV is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of AFRICA ISRAEL is -519.62. The daily returns are destributed with a variance of 0.67 and standard deviation of 0.82. The mean deviation of AFRICA ISRAEL INV is currently at 0.44. For similar time horizon, the selected benchmark (DOW) has volatility of 0.62
α
Alpha over DOW
=0.12
β
Beta against DOW=0.01
σ
Overall volatility
=0.82
Ir
Information ratio =0.12

AFRICA ISRAEL Return Volatility

the company accepts 0.8167% volatility on return distribution over the 30 days horizon. the entity inherits 0.5285% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

AFRICA ISRAEL Investment Opportunity

AFRICA ISRAEL INV has a volatility of 0.82 and is 1.55 times more volatile than DOW. of all equities and portfolios are less risky than AFRICA ISRAEL. Compared to the overall equity markets, volatility of historical daily returns of AFRICA ISRAEL INV is lower than 7 () of all global equities and portfolios over the last 30 days.

AFRICA ISRAEL Current Risk Indicators

AFRICA ISRAEL Suggested Diversification Pairs

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