Ilex Medical (Israel) Risk Analysis And Volatility Evaluation

ILX -- Israel Stock  

ILS 5,157  0.00  0.00%

We consider Ilex Medical unknown risk. Ilex Medical holds Efficiency (Sharpe) Ratio of 0.075 which attests that Ilex Medical had 0.075% of return per unit of risk over the last 1 month. 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 Ilex Medical which you can use to evaluate future volatility of the corporation. Please check out Ilex Medical Market Risk Adjusted Performance of 0.9879 and Risk Adjusted Performance of 0.1448 to validate if risk estimate we provide are consistent with the epected return of 0.06%.
Horizon     30 Days    Login   to change

Ilex Medical Market Sensitivity

As returns on market increase, Ilex Medical returns are expected to increase less than the market. However during bear market, the loss on holding Ilex Medical will be expected to be smaller as well.
One Month Beta |Analyze Ilex Medical Demand Trend
Check current 30 days Ilex Medical correlation with market (DOW)
β = 0.1418
Ilex Medical Small BetaIlex Medical Beta Legend

Ilex Medical Technical Analysis

Transformation
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Ilex Medical Projected Return Density Against Market

Assuming 30 trading days horizon, Ilex Medical has beta of 0.1418 . This indicates as returns on market go up, Ilex Medical average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ilex Medical Ltd will be expected to be much smaller as well. Moreover, Ilex Medical Ltd has an alpha of 0.1632 implying that it can potentially generate 0.1632% 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 Ilex Medical is 1332.46. The daily returns are destributed with a variance of 0.64 and standard deviation of 0.8. The mean deviation of Ilex Medical Ltd is currently at 0.46. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.16
β
Beta against DOW=0.14
σ
Overall volatility
=0.80
Ir
Information ratio =0.28

Ilex Medical Return Volatility

Ilex Medical Ltd assumes 0.7994% volatility of returns over the 30 days investment horizon. DOW inherits 1.088% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ilex Medical Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Ilex Medical Investment Opportunity

DOW has a standard deviation of returns of 1.09 and is 1.36 times more volatile than Ilex Medical Ltd. 7% of all equities and portfolios are less risky than Ilex Medical. Compared to the overall equity markets, volatility of historical daily returns of Ilex Medical Ltd is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Ilex Medical Ltd to protect 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 Ilex Medical to be traded at S5105.43 in 30 days. As returns on market increase, Ilex Medical returns are expected to increase less than the market. However during bear market, the loss on holding Ilex Medical will be expected to be smaller as well.

Ilex Medical correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ilex Medical Ltd and equity matching DJI index in the same portfolio.

Ilex Medical Volatility Indicators

Ilex Medical Ltd Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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