A Levy (Israel) Risk Analysis And Volatility

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 Coefficient Of Variation of 6540.54 and Mean Deviation of 2.18 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

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

A Levy Market Sensitivity

As returns on market increase, returns on owning A Levy are expected to decrease at a much smaller rate. During bear market, A Levy is likely to outperform the market.
2 Months Beta |Analyze A Levy Investments Demand Trend
Check current 30 days A Levy correlation with market (DOW)
β = -0.327

A Levy Central Daily Price Deviation

A Levy Investments Technical Analysis

Transformation
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A Levy Projected Return Density Against Market

Assuming 30 trading days horizon, A Levy Investments and Construction Ltd has beta of -0.327 indicating as returns on benchmark increase, returns on holding A Levy are expected to decrease at a much smaller rate. During bear market, however, A Levy Investments and Construction Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.0982 implying that it can potentially generate 0.0982% 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 A Levy is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of A Levy Investments and Construction Ltd is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.1
β
Beta against DOW=0.33
σ
Overall volatility
=0.00
Ir
Information ratio =0.01

A Levy Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

A Levy Investment Opportunity

DOW has a standard deviation of returns of 0.59 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 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 A Levy to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning A Levy are expected to decrease at a much smaller rate. During bear market, A Levy is likely to outperform the market.

A Levy correlation with market

correlation synergy
Good 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 Current Risk Indicators

A Levy Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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