P L (Israel) Risk Analysis And Volatility Evaluation

PLTF -- Israel Stock  

ILS 29.10  0.00  0.00%

We consider P L unknown risk. P L T maintains Sharpe Ratio (i.e. Efficiency) of 0.2673 which implies P L T had 0.2673% of return per unit of volatility over the last 1 month. 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 check P L T Market Risk Adjusted Performance of 1.67 and Coefficient Of Variation of 341.24 to confirm if risk estimate we provide are consistent with the epected return of 0.0246%.
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.
One Month Beta |Analyze P L T Demand Trend
Check current 30 days P L correlation with market (DOW)
β = -0.1426
P L Almost negative betaP L T Beta Legend

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 -0.1426 . 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. Additionally, P L T Financial Services 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 P L is 374.17. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.09. The mean deviation of P L T Financial Services Ltd is currently at 0.05. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.26
β
Beta against DOW=0.14
σ
Overall volatility
=0.09
Ir
Information ratio =0.08

P L Return Volatility

P L T Financial Services Ltd accepts 0.0922% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

P L Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

P L Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 11.78 times more volatile than P L T Financial Services Ltd. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use P L T Financial Services Ltd to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of P L to be traded at S28.81 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

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 Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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