Bet Shemesh (Israel) Risk Analysis And Volatility Evaluation

BSEN-R1 -- Israel Stock  

null 3,282  36.00  1.08%

Our philosophy towards 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 Bet Shemesh Engines Holdings Ltd which you can use to evaluate future volatility of the firm. Please confirm Bet Shemesh Engines Risk Adjusted Performance of 0.0845 and Mean Deviation of 0.4698 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Bet Shemesh Market Sensitivity

As returns on market increase, Bet Shemesh returns are expected to increase less than the market. However during bear market, the loss on holding Bet Shemesh will be expected to be smaller as well.
2 Months Beta |Analyze Bet Shemesh Engines Demand Trend
Check current 30 days Bet Shemesh correlation with market (DOW)
β = 0.02

Bet Shemesh Central Daily Price Deviation

Bet Shemesh Engines Technical Analysis

Transformation
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Bet Shemesh Projected Return Density Against Market

Assuming 30 trading days horizon, Bet Shemesh has beta of 0.02 . This suggests as returns on market go up, Bet Shemesh average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Bet Shemesh Engines Holdings Ltd will be expected to be much smaller as well. Moreover, Bet Shemesh Engines Holdings Ltd has an alpha of 0.0426 implying that it can potentially generate 0.0426% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0426
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Bet Shemesh Return Volatility

Bet Shemesh Engines Holdings Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Positions Ratings

Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
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Investment Outlook

Bet Shemesh Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Bet Shemesh Engines Holdings Ltd. 0% of all equities and portfolios are less risky than Bet Shemesh. Compared to the overall equity markets, volatility of historical daily returns of Bet Shemesh Engines Holdings Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Bet Shemesh Engines Holdings Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Bet Shemesh to be traded at 3183.54 in 30 days. As returns on market increase, Bet Shemesh returns are expected to increase less than the market. However during bear market, the loss on holding Bet Shemesh will be expected to be smaller as well.

Bet Shemesh correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Bet Shemesh Engines Holdings L and equity matching DJI index in the same portfolio.

Bet Shemesh Volatility Indicators

Bet Shemesh Engines Holdings Ltd Current Risk Indicators

Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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