Ashot Ashkelon (Israel) Risk Analysis And Volatility

ASHO -- Israel Stock  

ILS 1,043  83.00  8.65%

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

Ashot Ashkelon Indus Technical Analysis

Transformation
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Ashot Ashkelon Projected Return Density Against Market

Assuming 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 
      Returns 
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
α
Alpha over DOW
=0.09
β
Beta against DOW=1.1
σ
Overall volatility
=3.03
Ir
Information ratio =0.15

Ashot Ashkelon Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ashot Ashkelon Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Ashot Ashkelon Investment Opportunity

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

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ashot Ashkelon Industries Ltd and equity matching DJI index in the same portfolio.

Ashot Ashkelon Volatility Indicators

Ashot Ashkelon Industries Ltd Current Risk Indicators

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