Inter Industries (Israel) Risk Analysis And Volatility

ININ -- Israel Stock  

ILS 583.00  13.40  2.35%

Macroaxis considers Inter Industries unknown risk given 2 months investment horizon. Inter Industries holds Efficiency (Sharpe) Ratio of 0.404 which attests that the entity had 0.404% 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. By evaluating Inter Industries technical indicators you can presently evaluate if the expected return of 0.9983% is justified by implied risk. Please utilize Inter Industries Risk Adjusted Performance of 0.1409, Market Risk Adjusted Performance of (2.58) and Downside Deviation of 1.98 to validate if our risk estimates are consistent with your expectations.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
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.
2 Months Beta |Analyze Inter Industries Demand Trend
Check current 30 days Inter Industries correlation with market (DOW)
β = -0.1865

Inter Industries Central Daily Price Deviation

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 -0.1865 . 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. Moreover, The company has an alpha of 0.5046 implying that it can potentially generate 0.5046% 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 Inter Industries is 247.55. The daily returns are destributed with a variance of 6.11 and standard deviation of 2.47. The mean deviation of Inter Industries Ltd is currently at 1.73. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.50
β
Beta against DOW=0.19
σ
Overall volatility
=2.47
Ir
Information ratio =0.16

Inter Industries Return Volatility

the company accepts 2.4713% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Inter Industries Investment Opportunity

Inter Industries Ltd has a volatility of 2.47 and is 4.33 times more volatile than DOW. 22% 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 22 (%) of all global equities and portfolios over the last 30 days. Use Inter Industries Ltd to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Inter Industries to be traded at S699.6 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

correlation synergy
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 Current Risk Indicators

Inter Industries Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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