Emilia Development (Israel) Risk Analysis And Volatility Evaluation

EMDV -- Israel Stock  

ILS 2,450  49.00  1.96%

Macroaxis considers Emilia Development to be unknown risk. Emilia Development secures Sharpe Ratio (or Efficiency) of -0.1307 which denotes Emilia Development had -0.1307% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. Emilia Development Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Emilia Development Coefficient Of Variation of 673.55 and Mean Deviation of 1.21 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Emilia Development Market Sensitivity

As returns on market increase, returns on owning Emilia Development are expected to decrease at a much smaller rate. During bear market, Emilia Development is likely to outperform the market.
One Month Beta |Analyze Emilia Development Demand Trend
Check current 30 days Emilia Development correlation with market (DOW)
β = -0.218
Emilia Development Almost negative betaEmilia Development Beta Legend

Emilia Development Technical Analysis

Transformation
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.

Emilia Development Projected Return Density Against Market

Assuming 30 trading days horizon, Emilia Development Ltd has beta of -0.218 suggesting as returns on benchmark increase, returns on holding Emilia Development are expected to decrease at a much smaller rate. During bear market, however, Emilia Development Ltd is likely to outperform the market. Additionally, Emilia Development Ltd has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Emilia Development is -765.29. The daily returns are destributed with a variance of 2.16 and standard deviation of 1.47. The mean deviation of Emilia Development Ltd is currently at 0.93. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.34
β
Beta against DOW=0.22
σ
Overall volatility
=1.47
Ir
Information ratio =0.06

Emilia Development Return Volatility

Emilia Development Ltd accepts 1.4706% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Emilia Development Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Emilia Development Investment Opportunity

Emilia Development Ltd has a volatility of 1.47 and is 1.39 times more volatile than DOW. 13% of all equities and portfolios are less risky than Emilia Development. Compared to the overall equity markets, volatility of historical daily returns of Emilia Development Ltd is lower than 13 (%) of all global equities and portfolios over the last 30 days. Use Emilia Development Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Emilia Development to be traded at S2376.5 in 30 days. As returns on market increase, returns on owning Emilia Development are expected to decrease at a much smaller rate. During bear market, Emilia Development is likely to outperform the market.

Emilia Development correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Emilia Development Ltd and equity matching DJI index in the same portfolio.

Emilia Development Volatility Indicators

Emilia Development Ltd Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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