Tedea Technological (Israel) Risk Analysis And Volatility

TEDE -- Israel Stock  

ILS 1,400  0.00  0.00%

Macroaxis considers Tedea Technological to be unknown risk. Tedea Technological owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0314 which indicates the firm had -0.0314% 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. Tedea Technological Development and Automation Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tedea Technological Coefficient Of Variation of 693.12, Semi Deviation of 1.58 and Risk Adjusted Performance of 0.0993 to confirm risk estimate we provide.

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

Tedea Technological Market Sensitivity

As returns on market increase, Tedea Technological returns are expected to increase less than the market. However during bear market, the loss on holding Tedea Technological will be expected to be smaller as well.
2 Months Beta |Analyze Tedea Technological Demand Trend
Check current 30 days Tedea Technological correlation with market (DOW)
β = 0.3823

Tedea Technological Central Daily Price Deviation

Tedea Technological Technical Analysis

Transformation
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Tedea Technological Projected Return Density Against Market

Assuming 30 trading days horizon, Tedea Technological has beta of 0.3823 . This entails as returns on market go up, Tedea Technological average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Tedea Technological Development and Automation Ltd will be expected to be much smaller as well. Moreover, The company has an alpha of 0.2967 implying that it can potentially generate 0.2967% 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 Tedea Technological is -3180.95. The daily returns are destributed with a variance of 5.76 and standard deviation of 2.4. The mean deviation of Tedea Technological Development and Automation Ltd is currently at 1.51. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.30
β
Beta against DOW=0.38
σ
Overall volatility
=2.40
Ir
Information ratio =0.09

Tedea Technological Return Volatility

the company accepts 2.3999% volatility on return distribution over the 30 days horizon. the entity inherits 0.5838% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Tedea Technological Investment Opportunity

Tedea Technological Development and Automation Ltd has a volatility of 2.4 and is 4.14 times more volatile than DOW. 21% of all equities and portfolios are less risky than Tedea Technological. Compared to the overall equity markets, volatility of historical daily returns of Tedea Technological Development and Automation Ltd is lower than 21 (%) of all global equities and portfolios over the last 30 days. Use Tedea Technological Development and Automation Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Tedea Technological to be traded at S1386.0 in 30 days. . As returns on market increase, Tedea Technological returns are expected to increase less than the market. However during bear market, the loss on holding Tedea Technological will be expected to be smaller as well.

Tedea Technological correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tedea Technological Developmen and equity matching DJI index in the same portfolio.

Tedea Technological Current Risk Indicators

Tedea Technological Suggested Diversification Pairs

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