Israel Land (Israel) Risk Analysis And Volatility Evaluation

ILDA -- Israel Stock  

null 149.90  4.90  3.38%

Macroaxis considers Israel Land to be not too risky. Israel Land Development holds Efficiency (Sharpe) Ratio of -0.0688 which attests that Israel Land Development had -0.0688% 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. Israel Land Development exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Israel Land Market Risk Adjusted Performance of 6.24 and Risk Adjusted Performance of (0.042698) to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Israel Land Market Sensitivity

As returns on market increase, returns on owning Israel Land are expected to decrease at a much smaller rate. During bear market, Israel Land is likely to outperform the market.
2 Months Beta |Analyze Israel Land Development Demand Trend
Check current 30 days Israel Land correlation with market (DOW)
β = -0.0155

Israel Land Central Daily Price Deviation

Israel Land Development Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Israel Land Development 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.

Israel Land Projected Return Density Against Market

Assuming 30 trading days horizon, Israel Land Development Alpha Ltd has beta of -0.0155 . This indicates as returns on benchmark increase, returns on holding Israel Land are expected to decrease at a much smaller rate. During bear market, however, Israel Land Development Alpha Ltd is likely to outperform the market. Additionally, Israel Land Development Alpha 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Israel Land is -1453.06. The daily returns are destributed with a variance of 6.74 and standard deviation of 2.6. The mean deviation of Israel Land Development Alpha Ltd is currently at 1.33. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.1
β
Beta against DOW=0.02
σ
Overall volatility
=2.60
Ir
Information ratio =0.0274

Israel Land Return Volatility

Israel Land Development Alpha Ltd accepts 2.5965% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Israel Land Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market move

Investment Outlook

Israel Land Investment Opportunity

Israel Land Development Alpha Ltd has a volatility of 2.6 and is 1.98 times more volatile than DOW. 23% of all equities and portfolios are less risky than Israel Land. Compared to the overall equity markets, volatility of historical daily returns of Israel Land Development Alpha Ltd is lower than 23 (%) of all global equities and portfolios over the last 30 days. Use Israel Land Development Alpha Ltd to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Israel Land to be traded at 179.88 in 30 days. As returns on market increase, returns on owning Israel Land are expected to decrease at a much smaller rate. During bear market, Israel Land is likely to outperform the market.

Israel Land correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Israel Land Development Alpha and equity matching DJI index in the same portfolio.

Israel Land Volatility Indicators

Israel Land Development Alpha Ltd Current Risk Indicators

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