A L (Israel) Risk Analysis And Volatility

ALD -- Israel Stock  

ILS 317.00  5.00  1.55%

Macroaxis considers A L to be unknown risk. A L D secures Sharpe Ratio (or Efficiency) of -0.0738 which signifies that the company had -0.0738% of return per unit of return volatility over the last 2 months. Macroaxis philosophy in 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. A L D Advanced Logistics Developments Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm A L D Mean Deviation of 2.82, Downside Deviation of 3.88 and Coefficient Of Variation of 380.2 to double-check risk estimate we provide.

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

A L Market Sensitivity

As returns on market increase, returns on owning A L are expected to decrease at a much smaller rate. During bear market, A L is likely to outperform the market.
2 Months Beta |Analyze A L D Demand Trend
Check current 30 days A L correlation with market (DOW)
β = -0.7242

A L Central Daily Price Deviation

A L D Technical Analysis

Transformation
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A L Projected Return Density Against Market

Assuming 30 trading days horizon, A L D Advanced Logistics Developments Ltd has beta of -0.7242 . This suggests as returns on benchmark increase, returns on holding A L are expected to decrease at a much smaller rate. During bear market, however, A L D Advanced Logistics Developments Ltd is likely to outperform the market. In addition to that, The company has an alpha of 1.1662 implying that it can potentially generate 1.1662% 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 A L is -1355.43. The daily returns are destributed with a variance of 14.86 and standard deviation of 3.86. The mean deviation of A L D Advanced Logistics Developments Ltd is currently at 2.76. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=1.17
β
Beta against DOW=0.72
σ
Overall volatility
=3.86
Ir
Information ratio =0.23

A L Return Volatility

the company assumes 3.8551% volatility of returns over the 30 days investment horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

A L Investment Opportunity

A L D Advanced Logistics Developments Ltd has a volatility of 3.86 and is 6.54 times more volatile than DOW. 34% of all equities and portfolios are less risky than A L. Compared to the overall equity markets, volatility of historical daily returns of A L D Advanced Logistics Developments Ltd is lower than 34 (%) of all global equities and portfolios over the last 30 days. Use A L D Advanced Logistics Developments Ltd to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of A L to be traded at S307.49 in 30 days. . As returns on market increase, returns on owning A L are expected to decrease at a much smaller rate. During bear market, A L is likely to outperform the market.

A L correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding A L D Advanced Logistics Devel and equity matching DJI index in the same portfolio.

A L Current Risk Indicators

A L Suggested Diversification Pairs

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