A Levy (Israel) Risk Analysis And Volatility Evaluation

LEVA -- Israel Stock  

null 0.64  0.00  0.00%

Our philosophy in foreseeing 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 A Levy Investments and Construction Ltd which you can use to evaluate future volatility of the entity. Please confirm A Levy Investments Mean Deviation of 2.02 and Coefficient Of Variation of 602.17 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

A Levy Market Sensitivity

As returns on market increase, A Levy returns are expected to increase less than the market. However during bear market, the loss on holding A Levy will be expected to be smaller as well.
One Month Beta |Analyze A Levy Investments Demand Trend
Check current 30 days A Levy correlation with market (DOW)
β = 0.2744
A Levy Small BetaA Levy Investments Beta Legend

A Levy Investments Technical Analysis

Transformation
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A Levy Projected Return Density Against Market

Assuming 30 trading days horizon, A Levy has beta of 0.2744 indicating as returns on market go up, A Levy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding A Levy Investments and Construction Ltd will be expected to be much smaller as well. Moreover, A Levy Investments and Construction Ltd has an alpha of 0.6453 implying that it can potentially generate 0.6453% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.65
β
Beta against DOW=0.27
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

A Levy Return Volatility

A Levy Investments and Construction Ltd accepts 0.0% 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

A Levy Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

A Levy Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than A Levy Investments and Construction Ltd. 0% of all equities and portfolios are less risky than A Levy. Compared to the overall equity markets, volatility of historical daily returns of A Levy Investments and Construction Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use A Levy Investments and Construction 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 A Levy to be traded at 0.6336 in 30 days. As returns on market increase, A Levy returns are expected to increase less than the market. However during bear market, the loss on holding A Levy will be expected to be smaller as well.

A Levy correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding A Levy Investments and Constru and equity matching DJI index in the same portfolio.

A Levy Volatility Indicators

A Levy Investments and Construction Ltd Current Risk Indicators

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