Airport City (Israel) Risk Analysis And Volatility Evaluation

ARPT -- Israel Stock  

ILS 4,264  36.00  0.85%

Macroaxis considers Airport City to be not too risky. Airport City secures Sharpe Ratio (or Efficiency) of -0.3811 which signifies that Airport City had -0.3811% 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. Airport City Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Airport City Risk Adjusted Performance of 0.01 and Mean Deviation of 0.6606 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Airport City Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Airport City 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.

Airport City Projected Return Density Against Market

Assuming 30 trading days horizon, Airport City has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Airport City are completely uncorrelated. Furthermore, Airport City LtdIt does not look like Airport City alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Airport City is -262.4. The daily returns are destributed with a variance of 0.72 and standard deviation of 0.85. The mean deviation of Airport City Ltd is currently at 0.64. 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
=0.85
Ir
Information ratio =0.00

Airport City Return Volatility

Airport City Ltd accepts 0.8474% 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

Airport City Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Ignores market trends

Investment Outlook

Airport City Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 1.24 times more volatile than Airport City Ltd. 7% of all equities and portfolios are less risky than Airport City. Compared to the overall equity markets, volatility of historical daily returns of Airport City Ltd is lower than 7 (%) of all global equities and portfolios over the last 30 days.

Airport City Volatility Indicators

Airport City Ltd Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Search macroaxis.com