Inter Industries (Israel) Risk Analysis And Volatility Evaluation

ININ -- Israel Stock  

ILS 520.30  0.30  0.06%

Macroaxis considers Inter Industries unknown risk given 1 month investment horizon. Inter Industries holds Efficiency (Sharpe) Ratio of 0.3628 which attests that Inter Industries had 0.3628% 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 Inter Industries which you can use to evaluate future volatility of the corporation. Please utilize Inter Industries Market Risk Adjusted Performance of 2.97 and Risk Adjusted Performance of 0.22 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Inter Industries Market Sensitivity

As returns on market increase, returns on owning Inter Industries are expected to decrease at a much smaller rate. During bear market, Inter Industries is likely to outperform the market.
One Month Beta |Analyze Inter Industries Demand Trend
Check current 30 days Inter Industries correlation with market (DOW)
β = -0.0636
Inter Industries Almost negative betaInter Industries Beta Legend

Inter Industries Technical Analysis

Transformation
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Inter Industries Projected Return Density Against Market

Assuming 30 trading days horizon, Inter Industries Ltd has beta of -0.0636 . This indicates as returns on benchmark increase, returns on holding Inter Industries are expected to decrease at a much smaller rate. During bear market, however, Inter Industries Ltd is likely to outperform the market. Additionally, Inter Industries 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 Inter Industries is 275.63. The daily returns are destributed with a variance of 0.38 and standard deviation of 0.61. The mean deviation of Inter Industries Ltd is currently at 0.47. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.19
β
Beta against DOW=0.06
σ
Overall volatility
=0.61
Ir
Information ratio =0.14

Inter Industries Return Volatility

Inter Industries Ltd accepts 0.6138% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Inter Industries Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Inter Industries Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.74 times more volatile than Inter Industries Ltd. 5% of all equities and portfolios are less risky than Inter Industries. Compared to the overall equity markets, volatility of historical daily returns of Inter Industries Ltd is lower than 5 (%) of all global equities and portfolios over the last 30 days. Use Inter Industries Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Inter Industries to be traded at S546.31 in 30 days. As returns on market increase, returns on owning Inter Industries are expected to decrease at a much smaller rate. During bear market, Inter Industries is likely to outperform the market.

Inter Industries correlation with market

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

Inter Industries Volatility Indicators

Inter Industries Ltd Current Risk Indicators

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