Hachsharat Hayishuv (Israel) Risk Analysis And Volatility

HAHO-L -- Israel Stock  

null 599.00  0.00  0.00%

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 Hachsharat Hayishuv which you can use to evaluate future volatility of the corporation. Please check out Hachsharat Hayishuv Risk Adjusted Performance of 0.1536 and Market Risk Adjusted Performance of 2.66 to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Hachsharat Hayishuv Market Sensitivity

As returns on market increase, Hachsharat Hayishuv returns are expected to increase less than the market. However during bear market, the loss on holding Hachsharat Hayishuv will be expected to be smaller as well.
2 Months Beta |Analyze Hachsharat Hayishuv Demand Trend
Check current 30 days Hachsharat Hayishuv correlation with market (DOW)
β = 0.1567

Hachsharat Hayishuv Central Daily Price Deviation

Hachsharat Hayishuv 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.

Hachsharat Hayishuv Projected Return Density Against Market

Assuming 30 trading days horizon, Hachsharat Hayishuv has beta of 0.1567 . This indicates as returns on market go up, Hachsharat Hayishuv average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hachsharat Hayishuv Hotels Ltd will be expected to be much smaller as well. Moreover, The company has an alpha of 0.4187 implying that it can potentially generate 0.4187% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.42
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

Hachsharat Hayishuv Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.646% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Hachsharat Hayishuv Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Hachsharat Hayishuv Hotels Ltd. 0% of all equities and portfolios are less risky than Hachsharat Hayishuv. Compared to the overall equity markets, volatility of historical daily returns of Hachsharat Hayishuv Hotels Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Hachsharat Hayishuv Hotels Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Hachsharat Hayishuv to be traded at 593.01 in 30 days. . As returns on market increase, Hachsharat Hayishuv returns are expected to increase less than the market. However during bear market, the loss on holding Hachsharat Hayishuv will be expected to be smaller as well.

Hachsharat Hayishuv correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hachsharat Hayishuv Hotels Ltd and equity matching DJI index in the same portfolio.

Hachsharat Hayishuv Current Risk Indicators

Hachsharat Hayishuv Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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