Victory Supermarket (Israel) Risk Analysis And Volatility Evaluation

VCTR -- Israel Stock  

ILS 4,171  8.00  0.19%

Macroaxis considers Victory Supermarket to be not too risky. Victory Supermarket owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.3222 which indicates Victory Supermarket had -0.3222% of return per unit of risk over the last 1 month. 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. Victory Supermarket Chain Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Victory Supermarket Semi Deviation of 0.4234, Coefficient Of Variation of 1301.02 and Risk Adjusted Performance of 0.0818 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Victory Supermarket Market Sensitivity

As returns on market increase, Victory Supermarket returns are expected to increase less than the market. However during bear market, the loss on holding Victory Supermarket will be expected to be smaller as well.
One Month Beta |Analyze Victory Supermarket Demand Trend
Check current 30 days Victory Supermarket correlation with market (DOW)
β = 0.0088
Victory Supermarket Small BetaVictory Supermarket Beta Legend

Victory Supermarket Technical Analysis

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

Victory Supermarket Projected Return Density Against Market

Assuming 30 trading days horizon, Victory Supermarket has beta of 0.0088 . This entails as returns on market go up, Victory Supermarket average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Victory Supermarket Chain Ltd will be expected to be much smaller as well. Moreover, Victory Supermarket Chain Ltd has an alpha of 0.0639 implying that it can potentially generate 0.0639% 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 Victory Supermarket is -310.41. The daily returns are destributed with a variance of 0.29 and standard deviation of 0.54. The mean deviation of Victory Supermarket Chain Ltd is currently at 0.37. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.06
β
Beta against DOW=0.0088
σ
Overall volatility
=0.54
Ir
Information ratio =0.26

Victory Supermarket Return Volatility

Victory Supermarket Chain Ltd accepts 0.541% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Victory Supermarket Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Victory Supermarket Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.96 times more volatile than Victory Supermarket Chain Ltd. 4% of all equities and portfolios are less risky than Victory Supermarket. Compared to the overall equity markets, volatility of historical daily returns of Victory Supermarket Chain Ltd is lower than 4 (%) of all global equities and portfolios over the last 30 days. Use Victory Supermarket Chain Ltd to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Victory Supermarket to be traded at S4129.29 in 30 days. As returns on market increase, Victory Supermarket returns are expected to increase less than the market. However during bear market, the loss on holding Victory Supermarket will be expected to be smaller as well.

Victory Supermarket correlation with market

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

Victory Supermarket Volatility Indicators

Victory Supermarket Chain Ltd Current Risk Indicators

Also please take a look at World Market Map. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
Search macroaxis.com