User Trend (Israel) Risk Analysis And Volatility Evaluation

USER-M -- Israel Stock  

ILS 450.00  151.30  25.16%

Macroaxis considers User Trend to be not too risky. User Trend Ltd owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2207 which indicates User Trend Ltd had -0.2207% 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. User Trend Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate User Trend Coefficient Of Variation of (663.32) and Risk Adjusted Performance of (0.20) to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

User Trend Market Sensitivity

As returns on market increase, returns on owning User Trend are expected to decrease at a much smaller rate. During bear market, User Trend is likely to outperform the market.
2 Months Beta |Analyze User Trend Ltd Demand Trend
Check current 30 days User Trend correlation with market (DOW)
β = -0.3379

User Trend Central Daily Price Deviation

User Trend Ltd Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. User Trend Ltd 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.

User Trend Projected Return Density Against Market

Assuming 30 trading days horizon, User Trend Ltd has beta of -0.3379 . This entails as returns on benchmark increase, returns on holding User Trend are expected to decrease at a much smaller rate. During bear market, however, User Trend Ltd is likely to outperform the market. Additionally, User Trend 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 User Trend is -453.16. The daily returns are destributed with a variance of 26.9 and standard deviation of 5.19. The mean deviation of User Trend Ltd is currently at 2.18. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.59
β
Beta against DOW=0.34
σ
Overall volatility
=5.19
Ir
Information ratio =0.11

User Trend Return Volatility

User Trend Ltd accepts 5.1867% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

User Trend Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Almost neglects market trends

Investment Outlook

User Trend Investment Opportunity

User Trend Ltd has a volatility of 5.19 and is 3.96 times more volatile than DOW. 46% of all equities and portfolios are less risky than User Trend. Compared to the overall equity markets, volatility of historical daily returns of User Trend Ltd is lower than 46 (%) of all global equities and portfolios over the last 30 days. Use User Trend Ltd to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of User Trend to be traded at S427.5 in 30 days. As returns on market increase, returns on owning User Trend are expected to decrease at a much smaller rate. During bear market, User Trend is likely to outperform the market.

User Trend correlation with market

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

User Trend Volatility Indicators

User Trend Ltd Current Risk Indicators

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