Shaniv Paper (Israel) Risk Analysis And Volatility Evaluation

SHAN -- Israel Stock  

ILS 301.10  0.10  0.0332%

We consider Shaniv Paper unknown risk. Shaniv Paper Industry owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0438 which indicates Shaniv Paper Industry had 0.0438% of return per unit of risk over the last 1 month. Our philosophy towards measuring 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 Shaniv Paper Industry Ltd which you can use to evaluate future volatility of the company. Please validate Shaniv Paper Coefficient Of Variation of 766.42 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0331%.
Horizon     30 Days    Login   to change

Shaniv Paper Industry Technical Analysis

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Shaniv Paper Projected Return Density Against Market

Assuming 30 trading days horizon, Shaniv Paper has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Shaniv Paper are completely uncorrelated. Furthermore, Shaniv Paper Industry LtdIt does not look like Shaniv Paper alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Shaniv Paper is 2283.01. The daily returns are destributed with a variance of 0.57 and standard deviation of 0.76. The mean deviation of Shaniv Paper Industry Ltd is currently at 0.34. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Shaniv Paper Return Volatility

Shaniv Paper Industry Ltd accepts 0.7564% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Shaniv Paper Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Shaniv Paper Investment Opportunity

DOW has a standard deviation of returns of 1.08 and is 1.42 times more volatile than Shaniv Paper Industry Ltd. 6% of all equities and portfolios are less risky than Shaniv Paper. Compared to the overall equity markets, volatility of historical daily returns of Shaniv Paper Industry Ltd is lower than 6 (%) of all global equities and portfolios over the last 30 days.

Shaniv Paper Volatility Indicators

Shaniv Paper Industry Ltd Current Risk Indicators

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