|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.One Month Beta |Analyze Gan Shmuel Foods Demand TrendCheck current 30 days Gan Shmuel correlation with market (DOW)|
β = -0.4967
Gan Shmuel Foods Technical Analysis
Gan Shmuel Projected Return Density Against MarketAssuming 30 trading days horizon, Gan Shmuel Foods Ltd has beta of -0.4967 . 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
Gan Shmuel Return VolatilityGan Shmuel Foods Ltd accepts 1.5283% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.