Amot Investment (Israel) Risk Analysis And Volatility Evaluation

AMOT -- Israel Stock  

ILS 1,843  18.00  0.97%

Macroaxis considers Amot Investment to be not too risky. Amot Investment secures Sharpe Ratio (or Efficiency) of -0.07 which signifies that Amot Investment had -0.07% of return per unit of risk over the last 2 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. 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 (0.12) and Mean Deviation of 0.6011 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Amot Investment Market Sensitivity

As returns on market increase, Amot Investment returns are expected to increase less than the market. However during bear market, the loss on holding Amot Investment will be expected to be smaller as well.
2 Months Beta |Analyze Amot Investment Demand Trend
Check current 30 days Amot Investment correlation with market (DOW)
β = 0.0447

Amot Investment Central Daily Price Deviation

Amot Investment Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Amot Investment Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Amot Investment Projected Return Density Against Market

Assuming 30 trading days horizon, Amot Investment has beta of 0.0447 . This suggests as returns on market go up, Amot Investment average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Amot Investment Ltd will be expected to be much smaller as well. Additionally, Amot Investment Ltd has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Amot Investment is -1429.19. The daily returns are destributed with a variance of 1.01 and standard deviation of 1.01. The mean deviation of Amot Investment Ltd is currently at 0.74. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0447
σ
Overall volatility
=1.01
Ir
Information ratio =0.11

Amot Investment Return Volatility

Amot Investment Ltd accepts 1.0054% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Amot Investment Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Amot Investment Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 1.3 times more volatile than Amot Investment Ltd. 9% 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 9 (%) of all global equities and portfolios over the last 30 days. Use Amot Investment Ltd to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Amot Investment to be traded at S1806.14 in 30 days. As returns on market increase, Amot Investment returns are expected to increase less than the market. However during bear market, the loss on holding Amot Investment will be expected to be smaller as well.

Amot Investment correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Amot Investment Ltd and equity matching DJI index in the same portfolio.

Amot Investment Volatility Indicators

Amot Investment Ltd Current Risk Indicators

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