Hiron Trade (Israel) Risk Analysis And Volatility

HRON -- Israel Stock  

ILS 155,600  0.00  0.00%

Macroaxis considers Hiron Trade to be unknown risk. Hiron Trade Investments holds Efficiency (Sharpe) Ratio of -0.0231 which attests that the entity had -0.0231% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hiron Trade Investments exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hiron Trade Risk Adjusted Performance of 0.046, Market Risk Adjusted Performance of (3.82) and Downside Deviation of 1.81 to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Hiron Trade Market Sensitivity

As returns on market increase, returns on owning Hiron Trade are expected to decrease at a much smaller rate. During bear market, Hiron Trade is likely to outperform the market.
2 Months Beta |Analyze Hiron Trade Investments Demand Trend
Check current 30 days Hiron Trade correlation with market (DOW)
β = -0.0208

Hiron Trade Central Daily Price Deviation

Hiron Trade Investments 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.

Hiron Trade Projected Return Density Against Market

Assuming 30 trading days horizon, Hiron Trade Investments Industrial Buildings Ltd has beta of -0.0208 . This indicates as returns on benchmark increase, returns on holding Hiron Trade are expected to decrease at a much smaller rate. During bear market, however, Hiron Trade Investments Industrial Buildings Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.0829 implying that it can potentially generate 0.0829% 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 -4326.45. The daily returns are destributed with a variance of 2.09 and standard deviation of 1.44. The mean deviation of Hiron Trade Investments Industrial Buildings Ltd is currently at 1.05. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.08
β
Beta against DOW=0.02
σ
Overall volatility
=1.44
Ir
Information ratio =0.05

Hiron Trade Return Volatility

the company accepts 1.4443% volatility on return distribution over the 30 days horizon. the entity inherits 0.6341% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hiron Trade Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Hiron Trade Investment Opportunity

Hiron Trade Investments Industrial Buildings Ltd has a volatility of 1.44 and is 2.29 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 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 Hiron Trade to be traded at S154044.0 in 30 days. . As returns on market increase, returns on owning Hiron Trade are expected to decrease at a much smaller rate. During bear market, Hiron Trade is likely to outperform the market.

Hiron Trade correlation with market

correlation synergy
Good 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

Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com