Ilex Medical (Israel) Risk Analysis And Volatility

ILX -- Israel Stock  

ILS 5,700  0.00  0.00%

Macroaxis considers Ilex Medical unknown risk given 2 months investment horizon. Ilex Medical holds Efficiency (Sharpe) Ratio of 0.175 which attests that the entity had 0.175% of return per unit of risk over the last 2 months. 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 utilize Ilex Medical Risk Adjusted Performance of 0.1019, Market Risk Adjusted Performance of 0.3944 and Downside Deviation of 1.81 to validate if our risk estimates are consistent with your expectations.
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.
2 Months Beta |Analyze Ilex Medical Demand Trend
Check current 30 days Ilex Medical correlation with market (DOW)
β = 0.4732

Ilex Medical Central Daily Price Deviation

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 0.4732 . 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, The company has an alpha of 0.107 implying that it can potentially generate 0.107% 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 571.57. The daily returns are destributed with a variance of 2.55 and standard deviation of 1.6. The mean deviation of Ilex Medical Ltd is currently at 1.1. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.11
β
Beta against DOW=0.47
σ
Overall volatility
=1.60
Ir
Information ratio =0.0178

Ilex Medical Return Volatility

the company assumes 1.5967% volatility of returns over the 30 days investment horizon. the entity inherits 0.6323% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ilex Medical Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Ilex Medical Investment Opportunity

Ilex Medical Ltd has a volatility of 1.6 and is 2.54 times more volatile than DOW. 14% 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 14 (%) of all global equities and portfolios over the last 30 days. Use Ilex Medical 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 Ilex Medical to be traded at S5643.0 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

correlation synergy
Modest 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 Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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