Avgol Industries (Israel) Risk Analysis And Volatility

AVGL -- Israel Stock  

ILS 381.30  1.10  0.29%

Macroaxis considers Avgol Industries to be very steady. Avgol Industries 1953 secures Sharpe Ratio (or Efficiency) of -0.2073 which signifies that the organization had -0.2073% 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. Avgol Industries 1953 Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Avgol Industries 1953 Mean Deviation of 1.16 and Risk Adjusted Performance of (0.029325) to double-check risk estimate we provide.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Avgol Industries Market Sensitivity

As returns on market increase, returns on owning Avgol Industries are expected to decrease at a much smaller rate. During bear market, Avgol Industries is likely to outperform the market.
2 Months Beta |Analyze Avgol Industries 1953 Demand Trend
Check current 30 days Avgol Industries correlation with market (DOW)
β = -0.0566

Avgol Industries Central Daily Price Deviation

Avgol Industries 1953 Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Avgol Industries 1953 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.

Avgol Industries Projected Return Density Against Market

Assuming 30 trading days horizon, Avgol Industries 1953 Ltd has beta of -0.0566 . This suggests as returns on benchmark increase, returns on holding Avgol Industries are expected to decrease at a much smaller rate. During bear market, however, Avgol Industries 1953 Ltd is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Avgol Industries 1953 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Avgol Industries is -482.31. The daily returns are destributed with a variance of 2.25 and standard deviation of 1.5. The mean deviation of Avgol Industries 1953 Ltd is currently at 1.05. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.09
β
Beta against DOW=0.06
σ
Overall volatility
=1.50
Ir
Information ratio =0.14

Avgol Industries Return Volatility

the company accepts 1.5014% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Avgol Industries Investment Opportunity

Avgol Industries 1953 Ltd has a volatility of 1.5 and is 2.59 times more volatile than DOW. 13% of all equities and portfolios are less risky than Avgol Industries. Compared to the overall equity markets, volatility of historical daily returns of Avgol Industries 1953 Ltd is lower than 13 (%) of all global equities and portfolios over the last 30 days. Use Avgol Industries 1953 Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Avgol Industries to be traded at S377.49 in 30 days. . As returns on market increase, returns on owning Avgol Industries are expected to decrease at a much smaller rate. During bear market, Avgol Industries is likely to outperform the market.

Avgol Industries correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Avgol Industries 1953 Ltd and equity matching DJI index in the same portfolio.

Avgol Industries Current Risk Indicators

Avgol Industries Suggested Diversification Pairs

Check also Trending Equities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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