AVROT INDUSTRIES (Israel) Risk Analysis And Volatility

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AVRT -- Israel Stock  

ILA 37.80  0.00  0.00%

Macroaxis considers AVROT INDUSTRIES somewhat reliable given 3 months investment horizon. AVROT INDUSTRIES secures Sharpe Ratio (or Efficiency) of 0.1757 which signifies that the organization had 0.1757% of return per unit of risk over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for AVROT INDUSTRIES which you can use to evaluate future volatility of the firm. Please makes use of AVROT INDUSTRIES Mean Deviation of 1.29 and Risk Adjusted Performance of 0.1048 to double-check if our risk estimates are consistent with your expectations.

90 Days Market Risk

Somewhat reliable

Chance of Distress

Quite High

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

AVROT INDUSTRIES Market Sensitivity

As returns on market increase, returns on owning AVROT INDUSTRIES are expected to decrease at a much smaller rate. During bear market, AVROT INDUSTRIES is likely to outperform the market.
3 Months Beta |Analyze AVROT INDUSTRIES Demand Trend
Check current 30 days AVROT INDUSTRIES correlation with market (DOW)
β = -0.1009

AVROT INDUSTRIES Central Daily Price Deviation

AVROT INDUSTRIES Technical Analysis

Transformation
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AVROT INDUSTRIES Projected Return Density Against Market

Assuming 30 trading days horizon, AVROT INDUSTRIES has beta of -0.1009 . This suggests as returns on benchmark increase, returns on holding AVROT INDUSTRIES are expected to decrease at a much smaller rate. During bear market, however, AVROT INDUSTRIES is likely to outperform the market. Moreover, The company has an alpha of 0.334 implying that it can potentially generate 0.334% 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 AVROT INDUSTRIES is 569.27. The daily returns are destributed with a variance of 8.03 and standard deviation of 2.83. The mean deviation of AVROT INDUSTRIES is currently at 1.87. For similar time horizon, the selected benchmark (DOW) has volatility of 0.62
α
Alpha over DOW
=0.33
β
Beta against DOW=0.1
σ
Overall volatility
=2.83
Ir
Information ratio =0.12

AVROT INDUSTRIES Return Volatility

the company accepts 2.8344% volatility on return distribution over the 30 days horizon. the entity inherits 0.5306% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

AVROT INDUSTRIES Investment Opportunity

AVROT INDUSTRIES has a volatility of 2.83 and is 5.34 times more volatile than DOW. 25  of all equities and portfolios are less risky than AVROT INDUSTRIES. Compared to the overall equity markets, volatility of historical daily returns of AVROT INDUSTRIES is lower than 25 () of all global equities and portfolios over the last 30 days. Use AVROT INDUSTRIES to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of AVROT INDUSTRIES to be traded at 37.42 in 30 days. . As returns on market increase, returns on owning AVROT INDUSTRIES are expected to decrease at a much smaller rate. During bear market, AVROT INDUSTRIES is likely to outperform the market.

AVROT INDUSTRIES correlation with market

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

AVROT INDUSTRIES Current Risk Indicators

AVROT INDUSTRIES Suggested Diversification Pairs

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