Lesico Ltd (Israel) Risk Analysis And Volatility Evaluation

LSCO -- Israel Stock  

null 523.00  27.30  5.51%

Macroaxis considers Lesico Ltd unknown risk given 1 month investment horizon. Lesico Ltd has Sharpe Ratio of 0.2387 which conveys that Lesico Ltd had 0.2387% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing Lesico Ltd technical indicators you can presently evaluate if the expected return of 0.5363% is justified by implied risk. Please exercise Lesico Ltd Mean Deviation of 0.3303 and Risk Adjusted Performance of 0.14 to check out if our risk estimates are consistent with your expectations.
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.
One Month Beta |Analyze Lesico Ltd Demand Trend
Check current 30 days Lesico Ltd correlation with market (DOW)
β = 0.0885
Lesico Ltd Small BetaLesico Ltd Beta Legend

Lesico Ltd Technical Analysis

Transformation
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Lesico Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Lesico Ltd has beta of 0.0885 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 418.96. The daily returns are destributed with a variance of 5.05 and standard deviation of 2.25. The mean deviation of Lesico Ltd is currently at 1.47. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.07
β
Beta against DOW=0.09
σ
Overall volatility
=2.25
Ir
Information ratio =0.13

Lesico Ltd Return Volatility

Lesico Ltd accepts 2.2468% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lesico Ltd Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Lesico Ltd Investment Opportunity

Lesico Ltd has a volatility of 2.25 and is 2.16 times more volatile than DOW. 20% 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 20 (%) of all global equities and portfolios over the last 30 days. Use Lesico Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Lesico Ltd to be traded at 653.75 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

Average 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

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