|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.One Month Beta |Analyze Israel Land Development Demand TrendCheck current 30 days Israel Land correlation with market (DOW)|
β = -0.4402
Israel Land Development Technical Analysis
Israel Land Projected Return Density Against MarketAssuming 30 trading days horizon, Israel Land Development Alpha Ltd has beta of -0.4402 . 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
Israel Land Return VolatilityIsrael Land Development Alpha Ltd accepts 3.3116% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.