Israel Land (Israel) Risk Analysis And Volatility

ILDA -- Israel Stock  

null 123.60  17.00  12.09%

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 Israel Land Development which you can use to evaluate future volatility of the corporation. Please check out Israel Land Market Risk Adjusted Performance of (0.07), Downside Deviation of 2.32 and Risk Adjusted Performance of 0.0344 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Israel Land Market Sensitivity

Israel Land Development Technical Analysis

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Israel Land Projected Return Density Against Market

Assuming 30 trading days horizon, Israel Land Development Alpha Ltd has beta of -0.8564 . This indicates Moreover, The company has an alpha of 0.1526 implying that it can potentially generate 0.1526% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.86
Overall volatility
Information ratio =0.01

Israel Land Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Israel Land Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Israel Land Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Israel Land Development Alpha Ltd. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Israel Land Development Alpha Ltd to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Israel Land to be traded at 117.42 in 30 days. .

Israel Land correlation with market

correlation synergy
Very 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

Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.