Elbit Imaging (Israel) Risk Analysis And Volatility

EMITF -- Israel Stock  

ILS 435.10  1.30  0.00%

Macroaxis considers Elbit Imaging to be unknown risk. Elbit Imaging secures Sharpe Ratio (or Efficiency) of -0.6064 which denotes the organization had -0.6064% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in 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. Elbit Imaging Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Elbit Imaging Mean Deviation of 3.01 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Elbit Imaging Market Sensitivity

As returns on market increase, returns on owning Elbit Imaging are expected to decrease at a much smaller rate. During bear market, Elbit Imaging is likely to outperform the market.
2 Months Beta |Analyze Elbit Imaging Demand Trend
Check current 30 days Elbit Imaging correlation with market (DOW)
β = -0.2417

Elbit Imaging Central Daily Price Deviation

Elbit Imaging Technical Analysis

Transformation
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Elbit Imaging Projected Return Density Against Market

Assuming 30 trading days horizon, Elbit Imaging Ltd has beta of -0.2417 suggesting as returns on benchmark increase, returns on holding Elbit Imaging are expected to decrease at a much smaller rate. During bear market, however, Elbit Imaging Ltd is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Elbit Imaging is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Elbit Imaging is -164.91. The daily returns are destributed with a variance of 26.89 and standard deviation of 5.19. The mean deviation of Elbit Imaging Ltd is currently at 3.89. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=1.31
β
Beta against DOW=0.24
σ
Overall volatility
=5.19
Ir
Information ratio =0.31

Elbit Imaging Return Volatility

the firm accepts 5.1854% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Elbit Imaging Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Elbit Imaging Investment Opportunity

Elbit Imaging Ltd has a volatility of 5.19 and is 2.63 times more volatile than DOW. 47% of all equities and portfolios are less risky than Elbit Imaging. Compared to the overall equity markets, volatility of historical daily returns of Elbit Imaging Ltd is lower than 47 (%) of all global equities and portfolios over the last 30 days. Use Elbit Imaging Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Elbit Imaging to be traded at S456.86 in 30 days. . As returns on market increase, returns on owning Elbit Imaging are expected to decrease at a much smaller rate. During bear market, Elbit Imaging is likely to outperform the market.

Elbit Imaging correlation with market

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

Elbit Imaging Volatility Indicators

Elbit Imaging Ltd Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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