Tadir Gan (Israel) Risk Analysis And Volatility Evaluation

TDGN -- Israel Stock  

ILS 9.90  1.10  10.00%

Macroaxis considers Tadir Gan to be unknown risk. Tadir Gan 1993 owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1451 which indicates Tadir Gan 1993 had -0.1451% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Tadir Gan 1993 Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tadir Gan Semi Deviation of 3.24, Coefficient Of Variation of 1290.57 and Risk Adjusted Performance of 0.1133 to confirm risk estimate we provide.
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.
2 Months Beta |Analyze Tadir Gan 1993 Demand Trend
Check current 30 days Tadir Gan correlation with market (DOW)
β = 0.0868

Tadir Gan Central Daily Price Deviation

Tadir Gan 1993 Technical Analysis

Transformation
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Tadir Gan Projected Return Density Against Market

Assuming 30 trading days horizon, Tadir Gan has beta of 0.0868 . 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. Moreover, Tadir Gan 1993 Ltd has an alpha of 0.2876 implying that it can potentially generate 0.2876% 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 -689.03. The daily returns are destributed with a variance of 8.77 and standard deviation of 2.96. The mean deviation of Tadir Gan 1993 Ltd is currently at 1.82. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.29
β
Beta against DOW=0.09
σ
Overall volatility
=2.96
Ir
Information ratio =0.12

Tadir Gan Return Volatility

Tadir Gan 1993 Ltd accepts 2.9618% 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

Tadir Gan Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Tadir Gan Investment Opportunity

Tadir Gan 1993 Ltd has a volatility of 2.96 and is 2.29 times more volatile than DOW. 26% 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 26 (%) 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 S9.4 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

correlation synergy
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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