Equital Ltd (Israel) Risk Analysis And Volatility

EQTL -- Israel Stock  

ILS 11,320  430.00  3.66%

Macroaxis considers Equital Ltd unknown risk given 2 months investment horizon. Equital Ltd secures Sharpe Ratio (or Efficiency) of 0.2245 which denotes the organization had 0.2245% of return per unit of risk over the last 2 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By reviewing Equital Ltd technical indicators you can presently evaluate if the expected return of 0.6401% is justified by implied risk. Please utilize Equital Ltd Downside Deviation of 2.04, Coefficient Of Variation of 323.99 and Mean Deviation of 1.78 to check if our risk estimates are consistent with your expectations.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Equital Ltd Market Sensitivity

As returns on market increase, returns on owning Equital Ltd are expected to decrease at a much smaller rate. During bear market, Equital Ltd is likely to outperform the market.
2 Months Beta |Analyze Equital Ltd Demand Trend
Check current 30 days Equital Ltd correlation with market (DOW)
β = -0.1876

Equital Ltd Central Daily Price Deviation

Equital Ltd Technical Analysis

Transformation
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Equital Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Equital Ltd has beta of -0.1876 suggesting as returns on benchmark increase, returns on holding Equital Ltd are expected to decrease at a much smaller rate. During bear market, however, Equital Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.7241 implying that it can potentially generate 0.7241% 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 Equital Ltd is 445.45. The daily returns are destributed with a variance of 8.13 and standard deviation of 2.85. The mean deviation of Equital Ltd is currently at 2.26. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.72
β
Beta against DOW=0.19
σ
Overall volatility
=2.85
Ir
Information ratio =0.25

Equital Ltd Return Volatility

the company accepts 2.8512% volatility on return distribution over the 30 days horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Equital Ltd Investment Opportunity

Equital Ltd has a volatility of 2.85 and is 4.91 times more volatile than DOW. 25% of all equities and portfolios are less risky than Equital Ltd. Compared to the overall equity markets, volatility of historical daily returns of Equital Ltd is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use Equital Ltd to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Equital Ltd to be traded at S10867.2 in 30 days. . As returns on market increase, returns on owning Equital Ltd are expected to decrease at a much smaller rate. During bear market, Equital Ltd is likely to outperform the market.

Equital Ltd correlation with market

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

Equital Ltd Current Risk Indicators

Equital Ltd Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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