Trendline Information (Israel) Risk Analysis And Volatility Evaluation

TREN -- Israel Stock  

ILS 1,688  12.00  0.71%

We consider Trendline Information not too risky. Trendline Information owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0821 which indicates Trendline Information had 0.0821% of return per unit of risk over the last 1 month. 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 Trendline Information and Communication Services Ltd which you can use to evaluate future volatility of the company. Please validate Trendline Information Coefficient Of Variation of 1,810 and Risk Adjusted Performance of 0.06 to confirm if risk estimate we provide are consistent with the epected return of 0.1634%.
Horizon     30 Days    Login   to change

Trendline Information Market Sensitivity

As returns on market increase, returns on owning Trendline Information are expected to decrease at a much smaller rate. During bear market, Trendline Information is likely to outperform the market.
One Month Beta |Analyze Trendline Information Demand Trend
Check current 30 days Trendline Information correlation with market (DOW)
β = -0.3186
Trendline Information Almost negative betaTrendline Information Beta Legend

Trendline Information Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Trendline Information 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.

Trendline Information Projected Return Density Against Market

Assuming 30 trading days horizon, Trendline Information and Communication Services Ltd has beta of -0.3186 . This entails as returns on benchmark increase, returns on holding Trendline Information are expected to decrease at a much smaller rate. During bear market, however, Trendline Information and Communication Services Ltd is likely to outperform the market. Additionally, Trendline Information and Communication Services Ltd has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Trendline Information is 1217.31. The daily returns are destributed with a variance of 3.96 and standard deviation of 1.99. The mean deviation of Trendline Information and Communication Services Ltd is currently at 1.32. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.14
β
Beta against DOW=0.32
σ
Overall volatility
=1.99
Ir
Information ratio =0.03

Trendline Information Return Volatility

Trendline Information and Communication Services Ltd accepts 1.9893% 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

Trendline Information Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Almost neglects market trends

Investment Outlook

Trendline Information Investment Opportunity

Trendline Information and Communication Services Ltd has a volatility of 1.99 and is 1.88 times more volatile than DOW. 18% of all equities and portfolios are less risky than Trendline Information. Compared to the overall equity markets, volatility of historical daily returns of Trendline Information and Communication Services Ltd is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use Trendline Information and Communication Services Ltd to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Trendline Information to be traded at S1654.24 in 30 days. As returns on market increase, returns on owning Trendline Information are expected to decrease at a much smaller rate. During bear market, Trendline Information is likely to outperform the market.

Trendline Information correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Trendline Information and Comm and equity matching DJI index in the same portfolio.

Trendline Information Volatility Indicators

Trendline Information and Communication Services Ltd Current Risk Indicators

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