Intec Pharma (Israel) Risk Analysis And Volatility Evaluation

NTEC -- Israel Stock  

null 1,495  5.00  0.34%

Our philosophy towards determining 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 Intec Pharma which you can use to evaluate future volatility of the corporation. Please check out Intec Pharma Market Risk Adjusted Performance of 1.66 and Risk Adjusted Performance of 0.30 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Intec Pharma Market Sensitivity

As returns on market increase, returns on owning Intec Pharma are expected to decrease at a much smaller rate. During bear market, Intec Pharma is likely to outperform the market.
One Month Beta |Analyze Intec Pharma Demand Trend
Check current 30 days Intec Pharma correlation with market (DOW)
β = -0.27
Intec Pharma Almost negative betaIntec Pharma Beta Legend

Intec Pharma Technical Analysis

Transformation
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Intec Pharma Projected Return Density Against Market

Assuming 30 trading days horizon, Intec Pharma Ltd has beta of -0.27 indicating as returns on benchmark increase, returns on holding Intec Pharma are expected to decrease at a much smaller rate. During bear market, however, Intec Pharma Ltd is likely to outperform the market. Additionally, Intec Pharma 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 
α
Alpha over DOW
=0.5
β
Beta against DOW=0.27
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

Intec Pharma Return Volatility

Intec Pharma Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0568% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Intec Pharma Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Intec Pharma Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Intec Pharma Ltd. 0% of all equities and portfolios are less risky than Intec Pharma. Compared to the overall equity markets, volatility of historical daily returns of Intec Pharma Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Intec Pharma Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Intec Pharma to be traded at 1569.75 in 30 days. As returns on market increase, returns on owning Intec Pharma are expected to decrease at a much smaller rate. During bear market, Intec Pharma is likely to outperform the market.

Intec Pharma correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Intec Pharma Ltd and equity matching DJI index in the same portfolio.

Intec Pharma Volatility Indicators

Intec Pharma Ltd Current Risk Indicators

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