Golf Co (Israel) Risk Analysis And Volatility Evaluation

GOLF -- Israel Stock  

ILS 372.20  1.40  0.38%

We consider Golf Co unknown risk. Golf Co Ltd holds Efficiency (Sharpe) Ratio of 0.0519 which attests that Golf Co Ltd had 0.0519% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Golf Co Ltd which you can use to evaluate future volatility of the corporation. Please check out Golf Co Market Risk Adjusted Performance of 0.09 and Risk Adjusted Performance of 0.047099 to validate if risk estimate we provide are consistent with the epected return of 0.1124%.
Horizon     30 Days    Login   to change

Golf Co Market Sensitivity

Golf Co returns are very sensitive to returns on the market. As market goes up or down, Golf Co is expected to follow.
One Month Beta |Analyze Golf Co Ltd Demand Trend
Check current 30 days Golf Co correlation with market (DOW)
β = 0.9247
Golf Co llmost one BetaGolf Co Ltd Beta Legend

Golf Co Ltd Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Golf Co Projected Return Density Against Market

Assuming 30 trading days horizon, Golf Co has beta of 0.9247 . This indicates Golf Co Ltd market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Golf Co is expected to follow. Additionally, Golf Co 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 Golf Co is 1927.0. The daily returns are destributed with a variance of 4.69 and standard deviation of 2.17. The mean deviation of Golf Co Ltd is currently at 1.19. For similar time horizon, the selected benchmark (DOW) has volatility of 1.15
α
Alpha over DOW
=0.24
β
Beta against DOW=0.92
σ
Overall volatility
=2.17
Ir
Information ratio =0.14

Golf Co Return Volatility

Golf Co Ltd accepts 2.1652% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Golf Co Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Golf Co Investment Opportunity

Golf Co Ltd has a volatility of 2.17 and is 1.75 times more volatile than DOW. 19% 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 19 (%) 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 S390.81 in 30 days. Golf Co returns are very sensitive to returns on the market. As market goes up or down, Golf Co is expected to follow.

Golf Co correlation with market

correlation synergy
Very weak 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

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