We consider Gan Shmuel unknown risk. Gan Shmuel Foods holds Efficiency (Sharpe) Ratio of 0.0501 which attests that Gan Shmuel Foods had 0.0501% of return per unit of risk over the last 2 months. 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 Gan Shmuel Foods which you can use to evaluate future volatility of the corporation. Please check out Gan Shmuel Downside Deviation of 2.01, Market Risk Adjusted Performance of 0.0354 and Risk Adjusted Performance of 0.0077 to validate if risk estimate we provide are consistent with the epected return of 0.0876%.
|Horizon||30 Days Login to change|
Gan Shmuel Market Sensitivity
|As returns on market increase, returns on owning Gan Shmuel are expected to decrease at a much smaller rate. During bear market, Gan Shmuel is likely to outperform the market.2 Months Beta |Analyze Gan Shmuel Foods Demand TrendCheck current 30 days Gan Shmuel correlation with market (DOW)|
β = -0.115
Gan Shmuel Central Daily Price Deviation
Gan Shmuel Foods Technical Analysis
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Gan Shmuel Projected Return Density Against MarketAssuming 30 trading days horizon, Gan Shmuel Foods Ltd has beta of -0.115 . This indicates as returns on benchmark increase, returns on holding Gan Shmuel are expected to decrease at a much smaller rate. During bear market, however, Gan Shmuel Foods Ltd is likely to outperform the market. Additionally, Gan Shmuel Foods 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
Assuming 30 trading days horizon, the coefficient of variation of Gan Shmuel is 1995.78. The daily returns are destributed with a variance of 3.05 and standard deviation of 1.75. The mean deviation of Gan Shmuel Foods Ltd is currently at 1.11. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.12|
Gan Shmuel Return VolatilityGan Shmuel Foods Ltd accepts 1.7475% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
Gan Shmuel Foods Ltd has a volatility of 1.75 and is 1.32 times more volatile than DOW. 15% of all equities and portfolios are less risky than Gan Shmuel. Compared to the overall equity markets, volatility of historical daily returns of Gan Shmuel Foods Ltd is lower than 15 (%) of all global equities and portfolios over the last 30 days. Use Gan Shmuel Foods Ltd to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Gan Shmuel to be traded at S3335.92 in 30 days. As returns on market increase, returns on owning Gan Shmuel are expected to decrease at a much smaller rate. During bear market, Gan Shmuel is likely to outperform the market.
Gan Shmuel correlation with market