Ellomay Capital is unknown risk given 2 months investment horizon. Ellomay Capital secures Sharpe Ratio (or Efficiency) of 0.2481 which denotes the organization had 0.2481% of return per unit of risk over the last 2 months. Our philosophy towards predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.2673% are justified by taking the suggested risk. Use Ellomay Capital Mean Deviation of 0.6932, Coefficient Of Variation of 2714.14 and Downside Deviation of 2.14 to evaluate company specific risk that cannot be diversified away.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Ellomay Capital Market Sensitivity
|As returns on market increase, returns on owning Ellomay Capital are expected to decrease at a much smaller rate. During bear market, Ellomay Capital is likely to outperform the market. 2 Months Beta |Analyze Ellomay Capital Demand TrendCheck current 30 days Ellomay Capital correlation with market (DOW)|
β = -0.1164
Ellomay Capital Central Daily Price Deviation
Ellomay Capital Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Ellomay Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Ellomay Capital Ltd has beta of -0.1164 suggesting as returns on benchmark increase, returns on holding Ellomay Capital are expected to decrease at a much smaller rate. During bear market, however, Ellomay Capital Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.0507 implying that it can potentially generate 0.0507% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Ellomay Capital is 403.13. The daily returns are destributed with a variance of 26.1 and standard deviation of 5.11. The mean deviation of Ellomay Capital Ltd is currently at 3.63. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.12|
Ellomay Capital Return Volatilitythe company accepts 5.109% volatility on return distribution over the 30 days horizon. the entity inherits 0.5827% risk (volatility on return distribution) over the 30 days horizon.
Ellomay Capital Investment Opportunity
Ellomay Capital Ltd has a volatility of 5.11 and is 8.81 times more volatile than DOW. 45% of all equities and portfolios are less risky than Ellomay Capital. Compared to the overall equity markets, volatility of historical daily returns of Ellomay Capital Ltd is lower than 45 (%) of all global equities and portfolios over the last 30 days. Use Ellomay Capital Ltd to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Ellomay Capital to be traded at S3204.6 in 30 days. . As returns on market increase, returns on owning Ellomay Capital are expected to decrease at a much smaller rate. During bear market, Ellomay Capital is likely to outperform the market.
Ellomay Capital correlation with market
Ellomay Capital Current Risk Indicators
|Risk Adjusted Performance||0.0294|
|Market Risk Adjusted Performance||(0.34)|
|Coefficient Of Variation||2714.14|
Ellomay Capital Suggested Diversification Pairs