Tadir Gan (Israel) Risk Analysis And Volatility Evaluation

TDGN -- Israel Stock  

ILS 11.20  1.30  10.40%

Tadir Gan is relatively volatile given 1 month investment horizon. Tadir Gan 1993 owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2584 which indicates Tadir Gan 1993 had 0.2584% of return per unit of risk over the last 1 month. Our philosophy towards measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.1292% are justified by taking the suggested risk. Use Tadir Gan 1993 Coefficient Of Variation of 368.04 and Risk Adjusted Performance of 0.3011 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Tadir Gan Market Sensitivity

As returns on market increase, Tadir Gan returns are expected to increase less than the market. However during bear market, the loss on holding Tadir Gan will be expected to be smaller as well.
One Month Beta |Analyze Tadir Gan 1993 Demand Trend
Check current 30 days Tadir Gan correlation with market (DOW)
β = 0.0946
Tadir Gan Small BetaTadir Gan 1993 Beta Legend

Tadir Gan 1993 Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Tadir Gan 1993 Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Tadir Gan Projected Return Density Against Market

Assuming 30 trading days horizon, Tadir Gan has beta of 0.0946 . This entails as returns on market go up, Tadir Gan average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Tadir Gan 1993 Ltd will be expected to be much smaller as well. In addition to that, Tadir Gan 1993 Ltd has an alpha of 1.0703 implying that it can potentially generate 1.0703% 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 Tadir Gan is 387.01. The daily returns are destributed with a variance of 19.1 and standard deviation of 4.37. The mean deviation of Tadir Gan 1993 Ltd is currently at 3.27. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=1.07
β
Beta against DOW=0.09
σ
Overall volatility
=4.37
Ir
Information ratio =0.29

Tadir Gan Return Volatility

Tadir Gan 1993 Ltd accepts 4.3703% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tadir Gan Volatility Factors

30 Days Market Risk

Relatively volatile

Chance of Distress in 24 months

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Tadir Gan Investment Opportunity

Tadir Gan 1993 Ltd has a volatility of 4.37 and is 4.12 times more volatile than DOW. 39% of all equities and portfolios are less risky than Tadir Gan. Compared to the overall equity markets, volatility of historical daily returns of Tadir Gan 1993 Ltd is lower than 39 (%) of all global equities and portfolios over the last 30 days. Use Tadir Gan 1993 Ltd to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Tadir Gan to be traded at S10.64 in 30 days. As returns on market increase, Tadir Gan returns are expected to increase less than the market. However during bear market, the loss on holding Tadir Gan will be expected to be smaller as well.

Tadir Gan correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tadir Gan 1993 Ltd and equity matching DJI index in the same portfolio.

Tadir Gan Volatility Indicators

Tadir Gan 1993 Ltd Current Risk Indicators

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