Polygon Real (Israel) Risk Analysis And Volatility Evaluation

POLY -- Israel Stock  

ILS 2,373  47.00  1.94%

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 check Polygon Real Estate Coefficient Of Variation of 1993.23, Semi Deviation of 1.33 and Risk Adjusted Performance of 0.0724 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Polygon Real Market Sensitivity

As returns on market increase, Polygon Real returns are expected to increase less than the market. However during bear market, the loss on holding Polygon Real will be expected to be smaller as well.
2 Months Beta |Analyze Polygon Real Estate Demand Trend
Check current 30 days Polygon Real correlation with market (DOW)
β = 0.0242

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 has beta of 0.0242 . This implies as returns on market go up, Polygon Real average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polygon Real Estate Ltd will be expected to be much smaller as well. Moreover, Polygon Real Estate Ltd has an alpha of 0.0939 implying that it can potentially generate 0.0939% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.0242
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Polygon Real Return Volatility

Polygon Real Estate Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% 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

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Polygon Real Estate Ltd. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Polygon Real Estate Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Polygon Real to be traded at S2301.81 in 30 days. As returns on market increase, Polygon Real returns are expected to increase less than the market. However during bear market, the loss on holding Polygon Real will be expected to be smaller as well.

Polygon Real correlation with market

correlation synergy
Significant 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

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