Hiron Trade (Israel) Risk Analysis And Volatility Evaluation

HRON -- Israel Stock  

ILS 153,900  3,600  2.40%

We consider Hiron Trade not too risky. Hiron Trade Investments holds Efficiency (Sharpe) Ratio of 0.1255 which attests that Hiron Trade Investments had 0.1255% 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 Hiron Trade Investments which you can use to evaluate future volatility of the corporation. Please check out Hiron Trade Downside Deviation of 1.95, Market Risk Adjusted Performance of 0.9586 and Risk Adjusted Performance of 0.2263 to validate if risk estimate we provide are consistent with the epected return of 0.1765%.
Horizon     30 Days    Login   to change

Hiron Trade Market Sensitivity

As returns on market increase, Hiron Trade returns are expected to increase less than the market. However during bear market, the loss on holding Hiron Trade will be expected to be smaller as well.
2 Months Beta |Analyze Hiron Trade Investments Demand Trend
Check current 30 days Hiron Trade correlation with market (DOW)
β = 0.228

Hiron Trade Central Daily Price Deviation

Hiron Trade Investments Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Hiron Trade Investments Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Hiron Trade Projected Return Density Against Market

Assuming 30 trading days horizon, Hiron Trade has beta of 0.228 . This indicates as returns on market go up, Hiron Trade average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hiron Trade Investments Industrial Buildings Ltd will be expected to be much smaller as well. Moreover, Hiron Trade Investments Industrial Buildings Ltd has an alpha of 0.2541 implying that it can potentially generate 0.2541% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Hiron Trade is 796.87. The daily returns are destributed with a variance of 1.98 and standard deviation of 1.41. The mean deviation of Hiron Trade Investments Industrial Buildings Ltd is currently at 0.86. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.25
β
Beta against DOW=0.23
σ
Overall volatility
=1.41
Ir
Information ratio =0.28

Hiron Trade Return Volatility

Hiron Trade Investments Industrial Buildings Ltd accepts 1.4061% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hiron Trade Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

60 Days Economic Sensitivity

Slowly supersedes market

Investment Outlook

Hiron Trade Investment Opportunity

Hiron Trade Investments Industrial Buildings Ltd has a volatility of 1.41 and is 1.08 times more volatile than DOW. 12% of all equities and portfolios are less risky than Hiron Trade. Compared to the overall equity markets, volatility of historical daily returns of Hiron Trade Investments Industrial Buildings Ltd is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Hiron Trade Investments Industrial Buildings Ltd to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Hiron Trade to be traded at S184680.0 in 30 days. As returns on market increase, Hiron Trade returns are expected to increase less than the market. However during bear market, the loss on holding Hiron Trade will be expected to be smaller as well.

Hiron Trade correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hiron Trade Investments Indust and equity matching DJI index in the same portfolio.

Hiron Trade Volatility Indicators

Hiron Trade Investments Industrial Buildings Ltd Current Risk Indicators

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