Shaniv Paper (Israel) Risk Analysis And Volatility

SHAN -- Israel Stock  

ILS 344.40  0.000006  0.00%

Macroaxis considers Shaniv Paper unknown risk given 2 months investment horizon. Shaniv Paper Industry owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1938 which indicates the firm had 0.1938% of return per unit of risk over the last 2 months. 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. By inspecting Shaniv Paper Industry technical indicators you can presently evaluate if the expected return of 0.8424% is justified by implied risk. Please operate Shaniv Paper Risk Adjusted Performance of 0.0572, Coefficient Of Variation of 1307.25 and Semi Deviation of 2.29 to confirm if our risk estimates are consistent with your expectations.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Shaniv Paper Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Shaniv Paper will likely underperform.
2 Months Beta |Analyze Shaniv Paper Industry Demand Trend
Check current 30 days Shaniv Paper correlation with market (DOW)
β = 1.291

Shaniv Paper Central Daily Price Deviation

Shaniv Paper Industry Technical Analysis

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Shaniv Paper Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.291 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Shaniv Paper will likely underperform. Moreover, The company has an alpha of 0.1359 implying that it can potentially generate 0.1359% 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 Shaniv Paper is 515.95. The daily returns are destributed with a variance of 18.89 and standard deviation of 4.35. The mean deviation of Shaniv Paper Industry Ltd is currently at 2.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.14
β
Beta against DOW=1.29
σ
Overall volatility
=4.35
Ir
Information ratio =0.0441

Shaniv Paper Return Volatility

the company accepts 4.3465% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Shaniv Paper Investment Opportunity

Shaniv Paper Industry Ltd has a volatility of 4.35 and is 7.63 times more volatile than DOW. 38% 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 38 (%) of all global equities and portfolios over the last 30 days. Use Shaniv Paper Industry Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Shaniv Paper to be traded at S361.62 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Shaniv Paper will likely underperform.

Shaniv Paper correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Shaniv Paper Industry Ltd and equity matching DJI index in the same portfolio.

Shaniv Paper Current Risk Indicators

Shaniv Paper Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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