Golf Co (Israel) Risk Analysis And Volatility

GOLF -- Israel Stock  

ILS 368.80  13.50  0.04%

Macroaxis considers Golf Co to be unknown risk. Golf Co Ltd holds Efficiency (Sharpe) Ratio of -0.0612 which attests that the entity had -0.0612% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining 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. Golf Co Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Golf Co Market Risk Adjusted Performance of 1.97 and Risk Adjusted Performance of (0.028578) to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Golf Co Market Sensitivity

As returns on market increase, returns on owning Golf Co are expected to decrease at a much smaller rate. During bear market, Golf Co is likely to outperform the market.
2 Months Beta |Analyze Golf Co Ltd Demand Trend
Check current 30 days Golf Co correlation with market (DOW)
β = -0.0306

Golf Co Central Daily Price Deviation

Golf Co Ltd Technical Analysis

Transformation
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Golf Co Projected Return Density Against Market

Assuming 30 trading days horizon, Golf Co Ltd has beta of -0.0306 . This indicates as returns on benchmark increase, returns on holding Golf Co are expected to decrease at a much smaller rate. During bear market, however, Golf Co 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. Golf Co Ltd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Golf Co is -1633.75. The daily returns are destributed with a variance of 24.76 and standard deviation of 4.98. The mean deviation of Golf Co Ltd is currently at 2.43. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.06
β
Beta against DOW=0.03
σ
Overall volatility
=4.98
Ir
Information ratio =0.0009

Golf Co Return Volatility

the company accepts 4.9763% 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

Golf Co Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Golf Co Investment Opportunity

Golf Co Ltd has a volatility of 4.98 and is 2.53 times more volatile than DOW. 45% of all equities and portfolios are less risky than Golf Co. Compared to the overall equity markets, volatility of historical daily returns of Golf Co Ltd is lower than 45 (%) of all global equities and portfolios over the last 30 days. Use Golf Co Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Golf Co to be traded at S387.24 in 30 days. . As returns on market increase, returns on owning Golf Co are expected to decrease at a much smaller rate. During bear market, Golf Co is likely to outperform the market.

Golf Co correlation with market

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

Golf Co Volatility Indicators

Golf Co Ltd Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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