Solegreen Ltd (Israel) Risk Analysis And Volatility

SLGN -- Israel Stock  

ILS 905.50  21.40  2.42%

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 Solegreen Ltd which you can use to evaluate future volatility of the company. Please validate Solegreen Ltd Coefficient Of Variation of 1090.61, Risk Adjusted Performance of 0.0726 and Semi Deviation of 2.25 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Solegreen Ltd Market Sensitivity

As returns on market increase, returns on owning Solegreen Ltd are expected to decrease at a much smaller rate. During bear market, Solegreen Ltd is likely to outperform the market.
2 Months Beta |Analyze Solegreen Ltd Demand Trend
Check current 30 days Solegreen Ltd correlation with market (DOW)
β = -0.3932

Solegreen Ltd Central Daily Price Deviation

Solegreen Ltd Technical Analysis

Transformation
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Solegreen Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Solegreen Ltd has beta of -0.3932 . This entails as returns on benchmark increase, returns on holding Solegreen Ltd are expected to decrease at a much smaller rate. During bear market, however, Solegreen Ltd is likely to outperform the market. Moreover, The company has an alpha of 0.2394 implying that it can potentially generate 0.2394% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.39
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Solegreen Ltd Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Solegreen Ltd Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Solegreen Ltd Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Solegreen Ltd. 0% of all equities and portfolios are less risky than Solegreen Ltd. Compared to the overall equity markets, volatility of historical daily returns of Solegreen Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Solegreen Ltd to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Solegreen Ltd to be traded at S1086.6 in 30 days. . As returns on market increase, returns on owning Solegreen Ltd are expected to decrease at a much smaller rate. During bear market, Solegreen Ltd is likely to outperform the market.

Solegreen Ltd correlation with market

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

Solegreen Ltd Volatility Indicators

Solegreen Ltd Current Risk Indicators

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