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EMILIA Risk Analysis And Volatility

<div class='circular--portrait' style='background:#FF9E01;color: white;font-size:3em;padding-top: 40px;;'>EMD</div>
EMDV -- Israel Stock  

ILA 1,434  24.00  1.70%

We consider EMILIA DEV very steady. EMILIA DEV secures Sharpe Ratio (or Efficiency) of 0.053 which denotes the organization had 0.053% of return per unit of return volatility over the last 3 months. Our approach to predicting 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 EMILIA DEV which you can use to evaluate future volatility of the firm. Please confirm EMILIA DEV Downside Deviation of 3.55 and Mean Deviation of 2.01 to check if risk estimate we provide are consistent with the epected return of 0.15%.
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90 Days Market Risk

Very steady

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows market

EMILIA DEV Market Sensitivity

As returns on market increase, EMILIA DEV returns are expected to increase less than the market. However during bear market, the loss on holding EMILIA DEV will be expected to be smaller as well.
3 Months Beta |Analyze EMILIA DEV Demand Trend
Check current 30 days EMILIA DEV correlation with market (DOW)
β = 0.0261

EMILIA DEV Central Daily Price Deviation

EMILIA DEV Technical Analysis

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EMILIA DEV Projected Return Density Against Market

Assuming 30 trading days horizon, EMILIA DEV has beta of 0.0261 suggesting as returns on market go up, EMILIA DEV average returns are expected to increase less than the benchmark. However during bear market, the loss on holding EMILIA DEV will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1494 implying that it can potentially generate 0.1494% 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 EMILIA DEV is 1887.12. The daily returns are destributed with a variance of 8.01 and standard deviation of 2.83. The mean deviation of EMILIA DEV is currently at 1.79. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
α
Alpha over DOW
=0.15
β
Beta against DOW=0.0261
σ
Overall volatility
=2.83
Ir
Information ratio =0.0468

EMILIA DEV Return Volatility

the company accepts 2.8302% volatility on return distribution over the 30 days horizon. the entity inherits 1.0134% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

EMILIA DEV Investment Opportunity

EMILIA DEV has a volatility of 2.83 and is 2.8 times more volatile than DOW. 25  of all equities and portfolios are less risky than EMILIA DEV. Compared to the overall equity markets, volatility of historical daily returns of EMILIA DEV is lower than 25 () of all global equities and portfolios over the last 30 days. Use EMILIA DEV to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of EMILIA DEV to be traded at 1577.4 in 30 days. . As returns on market increase, EMILIA DEV returns are expected to increase less than the market. However during bear market, the loss on holding EMILIA DEV will be expected to be smaller as well.

EMILIA DEV correlation with market

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

EMILIA DEV Current Risk Indicators

EMILIA DEV Suggested Diversification Pairs

Continue to Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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