Itamar Medical (Israel) Risk Analysis And Volatility

ITMR -- Israel Stock  

ILS 97.20  10.00  9.33%

Macroaxis considers Itamar Medical to be unknown risk. Itamar Medical holds Efficiency (Sharpe) Ratio of -0.5103 which attests that the entity had -0.5103% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Itamar Medical exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Itamar Medical Risk Adjusted Performance of 0.01 to validate risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Itamar Medical Technical Analysis

Transformation
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Itamar Medical Projected Return Density Against Market

Assuming 30 trading days horizon, Itamar Medical has beta of 0.0 . This indicates the returns on DOW and Itamar Medical do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Itamar Medical is -195.95. The daily returns are destributed with a variance of 6.9 and standard deviation of 2.63. The mean deviation of Itamar Medical Ltd is currently at 1.92. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.63
Ir
Information ratio =0.00

Itamar Medical Return Volatility

the company accepts 2.6277% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Itamar Medical Investment Opportunity

DOW has a standard deviation of returns of 43.2 and is 16.43 times more volatile than Itamar Medical Ltd. 23% of all equities and portfolios are less risky than Itamar Medical. Compared to the overall equity markets, volatility of historical daily returns of Itamar Medical Ltd is lower than 23 (%) of all global equities and portfolios over the last 30 days.

Itamar Medical Current Risk Indicators

Itamar Medical Suggested Diversification Pairs

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