Macroaxis considers Ashot Ashkelon to be unknown risk. Ashot Ashkelon Indus secures Sharpe Ratio (or Efficiency) of -0.0743 which signifies that the organization had -0.0743% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in 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. Ashot Ashkelon Industries Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ashot Ashkelon Indus Mean Deviation of 2.09 and Risk Adjusted Performance of
(0.05) to double-check risk estimate we provide.
|Horizon||30 Days Login to change|
Ashot Ashkelon Market Sensitivity
|2 Months Beta |Analyze Ashot Ashkelon Indus Demand TrendCheck current 30 days Ashot Ashkelon correlation with market (DOW)|
β = -1.1035
Ashot Ashkelon Central Daily Price Deviation
Ashot Ashkelon Indus Technical Analysis
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Ashot Ashkelon Projected Return Density Against MarketAssuming 30 trading days horizon, Ashot Ashkelon Industries Ltd has beta of -1.1035 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Ashot Ashkelon Indus is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Ashot Ashkelon is -1346.51. The daily returns are destributed with a variance of 9.16 and standard deviation of 3.03. The mean deviation of Ashot Ashkelon Industries Ltd is currently at 2.13. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
|Alpha over DOW||=||0.09|
|Beta against DOW||=||1.1|
Ashot Ashkelon Return Volatilitythe company accepts 3.0262% volatility on return distribution over the 30 days horizon. the entity inherits 0.6634% risk (volatility on return distribution) over the 30 days horizon.
Ashot Ashkelon Industries Ltd has a volatility of 3.03 and is 4.59 times more volatile than DOW. 27% of all equities and portfolios are less risky than Ashot Ashkelon. Compared to the overall equity markets, volatility of historical daily returns of Ashot Ashkelon Industries Ltd is lower than 27 (%) of all global equities and portfolios over the last 30 days. Use Ashot Ashkelon Industries Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Ashot Ashkelon to be traded at S1303.75 in 30 days. .
Ashot Ashkelon correlation with market