Lesico Ltd (Israel) Risk Analysis And Volatility Evaluation

LSCO -- Israel Stock  

null 321.00  5.40  1.65%

Macroaxis considers Lesico Ltd to be not too risky. Lesico Ltd has Sharpe Ratio of -0.5943 which conveys that Lesico Ltd had -0.5943% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating 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. Lesico Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Lesico Ltd Mean Deviation of 0.8668 and Risk Adjusted Performance of (0.57) to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Lesico Ltd Market Sensitivity

As returns on market increase, Lesico Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Lesico Ltd will be expected to be smaller as well.
2 Months Beta |Analyze Lesico Ltd Demand Trend
Check current 30 days Lesico Ltd correlation with market (DOW)
β = 0.026

Lesico Ltd Central Daily Price Deviation

Lesico Ltd Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Lesico Ltd Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Lesico Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Lesico Ltd has beta of 0.026 indicating as returns on market go up, Lesico Ltd average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lesico Ltd will be expected to be much smaller as well. Additionally, Lesico 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 Lesico Ltd is -168.27. The daily returns are destributed with a variance of 1.34 and standard deviation of 1.16. The mean deviation of Lesico Ltd is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.49
β
Beta against DOW=0.026
σ
Overall volatility
=1.16
Ir
Information ratio =0.29

Lesico Ltd Return Volatility

Lesico Ltd accepts 1.1576% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lesico Ltd Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Lesico Ltd Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 1.15 times more volatile than Lesico Ltd. 10% of all equities and portfolios are less risky than Lesico Ltd. Compared to the overall equity markets, volatility of historical daily returns of Lesico Ltd is lower than 10 (%) of all global equities and portfolios over the last 30 days. Use Lesico Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Lesico Ltd to be traded at 311.37 in 30 days. As returns on market increase, Lesico Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Lesico Ltd will be expected to be smaller as well.

Lesico Ltd correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lesico Ltd and equity matching DJI index in the same portfolio.

Lesico Ltd Volatility Indicators

Lesico Ltd Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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