P L (Israel) Risk Analysis And Volatility Evaluation

PLTF -- Israel Stock  

ILS 33.10  0.000002  0.00%

Macroaxis considers P L unknown risk given 2 months investment horizon. P L T maintains Sharpe Ratio (i.e. Efficiency) of 0.1553 which implies P L T had 0.1553% of return per unit of volatility over the last 2 months. Our approach to forecasting 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 P L T which you can use to evaluate future volatility of the entity. Please employ P L T Market Risk Adjusted Performance of (2.05) and Coefficient Of Variation of 342.3 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

P L Market Sensitivity

As returns on market increase, returns on owning P L are expected to decrease at a much smaller rate. During bear market, P L is likely to outperform the market.
2 Months Beta |Analyze P L T Demand Trend
Check current 30 days P L correlation with market (DOW)
β = -0.1944

P L Central Daily Price Deviation

P L T Technical Analysis

Transformation
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P L Projected Return Density Against Market

Assuming 30 trading days horizon, P L T Financial Services Ltd has beta of -0.1944 . This implies as returns on benchmark increase, returns on holding P L are expected to decrease at a much smaller rate. During bear market, however, P L T Financial Services Ltd is likely to outperform the market. Moreover, P L T Financial Services Ltd has an alpha of 0.3684 implying that it can potentially generate 0.3684% 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 P L is 643.77. The daily returns are destributed with a variance of 2.84 and standard deviation of 1.69. The mean deviation of P L T Financial Services Ltd is currently at 0.86. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.37
β
Beta against DOW=0.19
σ
Overall volatility
=1.69
Ir
Information ratio =0.40

P L Return Volatility

P L T Financial Services Ltd accepts 1.6857% 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

P L Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

P L Investment Opportunity

P L T Financial Services Ltd has a volatility of 1.69 and is 1.27 times more volatile than DOW. 15% of all equities and portfolios are less risky than P L. Compared to the overall equity markets, volatility of historical daily returns of P L T Financial Services Ltd is lower than 15 (%) of all global equities and portfolios over the last 30 days. Use P L T Financial Services Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of P L to be traded at S34.76 in 30 days. As returns on market increase, returns on owning P L are expected to decrease at a much smaller rate. During bear market, P L is likely to outperform the market.

P L correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding P L T Financial Services Ltd and equity matching DJI index in the same portfolio.

P L Volatility Indicators

P L T Financial Services Ltd Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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