C Mer (Israel) Risk Analysis And Volatility Evaluation

CMER -- Israel Stock  

ILS 1,524  30.00  2.01%

Macroaxis considers C Mer to be unknown risk. C Mer Industries secures Sharpe Ratio (or Efficiency) of -0.0274 which signifies that C Mer Industries had -0.0274% of return per unit of risk over the last 1 month. Macroaxis approach into 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. C Mer 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 C Mer Industries Mean Deviation of 0.7508 and Coefficient Of Variation of 543.53 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

C Mer Industries Technical Analysis

Transformation
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C Mer Projected Return Density Against Market

Assuming 30 trading days horizon, C Mer has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and C Mer are completely uncorrelated. Furthermore, C Mer Industries LtdIt does not look like C Mer alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of C Mer is -3649.52. The daily returns are destributed with a variance of 1.41 and standard deviation of 1.19. The mean deviation of C Mer Industries Ltd is currently at 0.78. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.19
Ir
Information ratio =0.00

C Mer Return Volatility

C Mer Industries Ltd accepts 1.1858% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

C Mer Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

C Mer Investment Opportunity

C Mer Industries Ltd has a volatility of 1.19 and is 1.1 times more volatile than DOW. 10% of all equities and portfolios are less risky than C Mer. Compared to the overall equity markets, volatility of historical daily returns of C Mer Industries Ltd is lower than 10 (%) of all global equities and portfolios over the last 30 days.

C Mer Volatility Indicators

C Mer Industries Ltd Current Risk Indicators

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