Salomon A (Israel) Risk Analysis And Volatility

ANGL -- Israel Stock  

ILS 2,779  0.00  0.00%

Macroaxis considers Salomon A to be unknown risk. Salomon A Angel owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0431 which indicates the firm had -0.0431% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Salomon A Angel Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Salomon A Risk Adjusted Performance of (0.06) and Coefficient Of Variation of (1,018) to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Salomon A Market Sensitivity

Salomon A Angel Technical Analysis

Transformation
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Salomon A Projected Return Density Against Market

Assuming 30 trading days horizon, Salomon A Angel Ltd has beta of -0.9398 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Salomon A Angel is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Salomon A is -2317.67. The daily returns are destributed with a variance of 26.64 and standard deviation of 5.16. The mean deviation of Salomon A Angel Ltd is currently at 2.91. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
α
Alpha over DOW
=0.32
β
Beta against DOW=0.94
σ
Overall volatility
=5.16
Ir
Information ratio =0.13

Salomon A Return Volatility

the company accepts 5.1617% volatility on return distribution over the 30 days horizon. the entity inherits 0.6617% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Salomon A Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Salomon A Investment Opportunity

Salomon A Angel Ltd has a volatility of 5.16 and is 7.82 times more volatile than DOW. 46% of all equities and portfolios are less risky than Salomon A. Compared to the overall equity markets, volatility of historical daily returns of Salomon A Angel Ltd is lower than 46 (%) of all global equities and portfolios over the last 30 days. Use Salomon A Angel Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Salomon A to be traded at S2751.21 in 30 days. .

Salomon A correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salomon A Angel Ltd and equity matching DJI index in the same portfolio.

Salomon A Volatility Indicators

Salomon A Angel Ltd Current Risk Indicators

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