Exalenz Bioscience (Israel) Risk Analysis And Volatility

EXEN -- Israel Stock  

ILS 737.50  28.60  4.03%

Macroaxis considers Exalenz Bioscience to be unknown risk. Exalenz Bioscience secures Sharpe Ratio (or Efficiency) of -0.3456 which denotes the organization had -0.3456% 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. Exalenz Bioscience Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Exalenz Bioscience Downside Deviation of 3.5, Semi Deviation of 3.13 and Mean Deviation of 2.57 to check risk estimate we provide.

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

Exalenz Bioscience Market Sensitivity

As returns on market increase, returns on owning Exalenz Bioscience are expected to decrease by larger amounts. On the other hand, during market turmoil, Exalenz Bioscience is expected to significantly outperform it.
2 Months Beta |Analyze Exalenz Bioscience Demand Trend
Check current 30 days Exalenz Bioscience correlation with market (DOW)
β = -1.7958

Exalenz Bioscience Central Daily Price Deviation

Exalenz Bioscience Technical Analysis

Transformation
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Exalenz Bioscience Projected Return Density Against Market

Assuming 30 trading days horizon, Exalenz Bioscience Ltd has beta of -1.7958 suggesting as returns on its benchmark rise, returns on holding Exalenz Bioscience Ltd are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Exalenz Bioscience is expected to outperform its benchmark. Moreover, The company has an alpha of 0.1378 implying that it can potentially generate 0.1378% 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 Exalenz Bioscience is -289.32. The daily returns are destributed with a variance of 9.74 and standard deviation of 3.12. The mean deviation of Exalenz Bioscience Ltd is currently at 2.19. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.14
β
Beta against DOW=1.8
σ
Overall volatility
=3.12
Ir
Information ratio =0.02

Exalenz Bioscience Return Volatility

the company accepts 3.121% volatility on return distribution over the 30 days horizon. the entity inherits 0.5908% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Exalenz Bioscience Investment Opportunity

Exalenz Bioscience Ltd has a volatility of 3.12 and is 5.29 times more volatile than DOW. 27% of all equities and portfolios are less risky than Exalenz Bioscience. Compared to the overall equity markets, volatility of historical daily returns of Exalenz Bioscience Ltd is lower than 27 (%) of all global equities and portfolios over the last 30 days. Use Exalenz Bioscience Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Exalenz Bioscience to be traded at S921.88 in 30 days. . As returns on market increase, returns on owning Exalenz Bioscience are expected to decrease by larger amounts. On the other hand, during market turmoil, Exalenz Bioscience is expected to significantly outperform it.

Exalenz Bioscience correlation with market

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

Exalenz Bioscience Current Risk Indicators

Exalenz Bioscience Suggested Diversification Pairs

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