Amot Investment (Israel) Risk Analysis And Volatility Evaluation

AMOT -- Israel Stock  

ILS 1,899  29.00  1.55%

Macroaxis considers Amot Investment to be unknown risk. Amot Investment secures Sharpe Ratio (or Efficiency) of -0.1678 which signifies that Amot Investment had -0.1678% of return per unit of risk over the last 1 month. 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. Amot Investment Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Amot Investment Risk Adjusted Performance of 0.01 and Mean Deviation of 0.447 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Amot Investment Technical Analysis

Transformation
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Amot Investment Projected Return Density Against Market

Assuming 30 trading days horizon, Amot Investment has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Amot Investment are completely uncorrelated. Furthermore, Amot Investment LtdIt does not look like Amot Investment alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Amot Investment is -595.89. The daily returns are destributed with a variance of 0.23 and standard deviation of 0.48. The mean deviation of Amot Investment Ltd is currently at 0.31. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.48
Ir
Information ratio =0.00

Amot Investment Return Volatility

Amot Investment Ltd accepts 0.4835% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Amot Investment Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Amot Investment Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 2.21 times more volatile than Amot Investment Ltd. 4% of all equities and portfolios are less risky than Amot Investment. Compared to the overall equity markets, volatility of historical daily returns of Amot Investment Ltd is lower than 4 (%) of all global equities and portfolios over the last 30 days.

Amot Investment Volatility Indicators

Amot Investment Ltd Current Risk Indicators

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