Apply Advanced (Israel) Risk Analysis And Volatility

APLY -- Israel Stock  

ILS 241.20  5.00  2.03%

Macroaxis considers Apply Advanced unknown risk given 2 months investment horizon. Apply Advanced Mobile secures Sharpe Ratio (or Efficiency) of 0.1653 which signifies that the organization had 0.1653% 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. By analyzing Apply Advanced Mobile technical indicators you can presently evaluate if the expected return of 0.995% is justified by implied risk. Please makes use of Apply Advanced Mobile Risk Adjusted Performance of 0.0677, Downside Deviation of 6.75 and Mean Deviation of 4.18 to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Apply Advanced Market Sensitivity

Apply Advanced returns are very sensitive to returns on the market. As market goes up or down, Apply Advanced is expected to follow.
2 Months Beta |Analyze Apply Advanced Mobile Demand Trend
Check current 30 days Apply Advanced correlation with market (DOW)
β = 0.9812

Apply Advanced Central Daily Price Deviation

Apply Advanced Mobile Technical Analysis

Transformation
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Apply Advanced Projected Return Density Against Market

Assuming 30 trading days horizon, Apply Advanced has beta of 0.9812 . This suggests Apply Advanced Mobile Technologies Ltd market returns are sensitive to returns on the market. As the market goes up or down, Apply Advanced is expected to follow. Moreover, The company has an alpha of 0.4217 implying that it can potentially generate 0.4217% 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 Apply Advanced is 605.05. The daily returns are destributed with a variance of 36.24 and standard deviation of 6.02. The mean deviation of Apply Advanced Mobile Technologies Ltd is currently at 4.34. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.42
β
Beta against DOW=0.98
σ
Overall volatility
=6.02
Ir
Information ratio =0.07

Apply Advanced Return Volatility

the company accepts 6.0201% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Apply Advanced Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Apply Advanced Investment Opportunity

Apply Advanced Mobile Technologies Ltd has a volatility of 6.02 and is 8.72 times more volatile than DOW. 53% of all equities and portfolios are less risky than Apply Advanced. Compared to the overall equity markets, volatility of historical daily returns of Apply Advanced Mobile Technologies Ltd is higher than 53 (%) of all global equities and portfolios over the last 30 days. Use Apply Advanced Mobile Technologies Ltd to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Apply Advanced to be traded at S231.55 in 30 days. . Apply Advanced returns are very sensitive to returns on the market. As market goes up or down, Apply Advanced is expected to follow.

Apply Advanced correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Apply Advanced Mobile Technolo and equity matching DJI index in the same portfolio.

Apply Advanced Volatility Indicators

Apply Advanced Mobile Technologies Ltd Current Risk Indicators

Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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