Lesico Ltd (Israel) Risk Analysis And Volatility

LSCO -- Israel Stock  

null 449.80  13.20  3.02%

Macroaxis considers Lesico Ltd very steady given 2 months investment horizon. Lesico Ltd has Sharpe Ratio of 0.2037 which conveys that the firm had 0.2037% of return per unit of risk over the last 2 months. 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. We have found twenty-one technical indicators for Lesico Ltd which you can use to evaluate future volatility of the firm. Please exercise Lesico Ltd Mean Deviation of 1.05, Downside Deviation of 1.51 and Risk Adjusted Performance of 0.1567 to check out if our risk estimates are consistent with your expectations.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Almost neglects market trends
Horizon     30 Days    Login   to change

Lesico Ltd Market Sensitivity

As returns on market increase, returns on owning Lesico Ltd are expected to decrease at a much smaller rate. During bear market, Lesico Ltd is likely to outperform the market.
2 Months Beta |Analyze Lesico Ltd Demand Trend
Check current 30 days Lesico Ltd correlation with market (DOW)
β = -0.4835

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 -0.4835 indicating as returns on benchmark increase, returns on holding Lesico Ltd are expected to decrease at a much smaller rate. During bear market, however, Lesico Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.4596 implying that it can potentially generate 0.4596% 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 Lesico Ltd is 490.85. The daily returns are destributed with a variance of 5.07 and standard deviation of 2.25. The mean deviation of Lesico Ltd is currently at 1.58. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.46
β
Beta against DOW=0.48
σ
Overall volatility
=2.25
Ir
Information ratio =0.16

Lesico Ltd Return Volatility

the company accepts 2.2523% volatility on return distribution over the 30 days horizon. the entity inherits 0.5835% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Lesico Ltd Investment Opportunity

Lesico Ltd has a volatility of 2.25 and is 3.88 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 unexpected upward trend. Watch out for market signals. Check odds of Lesico Ltd to be traded at 539.76 in 30 days. . As returns on market increase, returns on owning Lesico Ltd are expected to decrease at a much smaller rate. During bear market, Lesico Ltd is likely to outperform the market.

Lesico Ltd correlation with market

correlation synergy
Good 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 Current Risk Indicators

Lesico Ltd Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Search macroaxis.com