Polygon Real (Israel) Risk Analysis And Volatility

POLY -- Israel Stock  

ILS 2,273  0.00  0.00%

Macroaxis considers Polygon Real unknown risk given 2 months investment horizon. Polygon Real Estate maintains Sharpe Ratio (i.e. Efficiency) of 0.1441 which implies the corporation had 0.1441% of return per unit of risk over the last 2 months. Our philosophy towards 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 Polygon Real Estate which you can use to evaluate future volatility of the company. Please employ Polygon Real Estate Coefficient Of Variation of 602.28 and Risk Adjusted Performance of 0.1176 to confirm if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Polygon Real Market Sensitivity

As returns on market increase, returns on owning Polygon Real are expected to decrease at a much smaller rate. During bear market, Polygon Real is likely to outperform the market.
2 Months Beta |Analyze Polygon Real Estate Demand Trend
Check current 30 days Polygon Real correlation with market (DOW)
β = -0.2226

Polygon Real Central Daily Price Deviation

Polygon Real Estate Technical Analysis

Transformation
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Polygon Real Projected Return Density Against Market

Assuming 30 trading days horizon, Polygon Real Estate Ltd has beta of -0.2226 . This implies as returns on benchmark increase, returns on holding Polygon Real are expected to decrease at a much smaller rate. During bear market, however, Polygon Real Estate Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.2857 implying that it can potentially generate 0.2857% 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 Polygon Real is 694.03. The daily returns are destributed with a variance of 4.53 and standard deviation of 2.13. The mean deviation of Polygon Real Estate Ltd is currently at 1.42. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.29
β
Beta against DOW=0.22
σ
Overall volatility
=2.13
Ir
Information ratio =0.06

Polygon Real Return Volatility

the company accepts 2.1288% volatility on return distribution over the 30 days horizon. the entity inherits 0.6341% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polygon Real Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Polygon Real Investment Opportunity

Polygon Real Estate Ltd has a volatility of 2.13 and is 3.38 times more volatile than DOW. 19% of all equities and portfolios are less risky than Polygon Real. Compared to the overall equity markets, volatility of historical daily returns of Polygon Real Estate Ltd is lower than 19 (%) of all global equities and portfolios over the last 30 days. Use Polygon Real Estate Ltd to protect your portfolios 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 Polygon Real to be traded at S2250.27 in 30 days. . As returns on market increase, returns on owning Polygon Real are expected to decrease at a much smaller rate. During bear market, Polygon Real is likely to outperform the market.

Polygon Real correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Polygon Real Estate Ltd and equity matching DJI index in the same portfolio.

Polygon Real Volatility Indicators

Polygon Real Estate Ltd Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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