Equital Ltd (Israel) Risk Analysis And Volatility Evaluation

EQTL -- Israel Stock  

ILS 9,174  133.00  1.43%

Macroaxis considers Equital Ltd to be unknown risk. Equital Ltd secures Sharpe Ratio (or Efficiency) of -0.0639 which denotes Equital Ltd had -0.0639% of return per unit of risk over the last 2 months. 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. Equital Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Equital Ltd Coefficient Of Variation of 14266.39, Mean Deviation of 1.0 and Downside Deviation of 1.57 to check risk estimate we provide.
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 = -0.0658

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 -0.0658 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. Additionally, Equital 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 Equital Ltd is -1564.09. The daily returns are destributed with a variance of 2.55 and standard deviation of 1.6. The mean deviation of Equital Ltd is currently at 1.13. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.01
β
Beta against DOW=0.07
σ
Overall volatility
=1.60
Ir
Information ratio =0.11

Equital Ltd Return Volatility

Equital Ltd accepts 1.5975% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Equital Ltd Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Equital Ltd Investment Opportunity

Equital Ltd has a volatility of 1.6 and is 1.2 times more volatile than DOW. 14% 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 14 (%) of all global equities and portfolios over the last 30 days. Use Equital Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Equital Ltd to be traded at S8898.78 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 Volatility Indicators

Equital Ltd Current Risk Indicators

Additionally see Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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