Africa Israel (Israel) Risk Analysis And Volatility

AFRE -- Israel Stock  

ILS 6,612  378.00  5.41%

We consider Africa Israel unknown risk. Africa Israel Residences secures Sharpe Ratio (or Efficiency) of 0.0428 which signifies that the organization had 0.0428% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Africa Israel Residences Ltd which you can use to evaluate future volatility of the firm. Please confirm Africa Israel Residences Risk Adjusted Performance of 0.0826, Downside Deviation of 2.57 and Mean Deviation of 2.17 to double-check if risk estimate we provide are consistent with the epected return of 0.1208%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Africa Israel Market Sensitivity

As returns on market increase, returns on owning Africa Israel are expected to decrease by larger amounts. On the other hand, during market turmoil, Africa Israel is expected to significantly outperform it.
2 Months Beta |Analyze Africa Israel Residences Demand Trend
Check current 30 days Africa Israel correlation with market (DOW)
β = -1.3323

Africa Israel Central Daily Price Deviation

Africa Israel Residences Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Africa Israel Projected Return Density Against Market

Assuming 30 trading days horizon, Africa Israel Residences Ltd has beta of -1.3323 . This suggests as returns on its benchmark rise, returns on holding Africa Israel Residences Ltd are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Africa Israel is expected to outperform its benchmark. Moreover, The company has an alpha of 0.4268 implying that it can potentially generate 0.4268% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Africa Israel is 2334.73. The daily returns are destributed with a variance of 7.95 and standard deviation of 2.82. The mean deviation of Africa Israel Residences Ltd is currently at 1.8. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.43
β
Beta against DOW=1.33
σ
Overall volatility
=2.82
Ir
Information ratio =0.08

Africa Israel Return Volatility

the company accepts 2.8198% volatility on return distribution over the 30 days horizon. the entity inherits 0.5908% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Africa Israel Investment Opportunity

Africa Israel Residences Ltd has a volatility of 2.82 and is 4.78 times more volatile than DOW. 25% 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 Residences Ltd is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use Africa Israel Residences Ltd to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Africa Israel to be traded at S6281.4 in 30 days. . As returns on market increase, returns on owning Africa Israel are expected to decrease by larger amounts. On the other hand, during market turmoil, Africa Israel is expected to significantly outperform it.

Africa Israel correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Africa Israel Residences Ltd and equity matching DJI index in the same portfolio.

Africa Israel Current Risk Indicators

Africa Israel Suggested Diversification Pairs

Check also Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Search macroaxis.com