Vitania Ltd (Israel) Risk Analysis And Volatility Evaluation

VTNA -- Israel Stock  

ILS 1,025  17.00  1.63%

Macroaxis considers Vitania Ltd to be not too risky. Vitania Ltd owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2354 which indicates Vitania Ltd had -0.2354% 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. Vitania Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vitania Ltd to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Vitania Ltd Technical Analysis

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

Vitania Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Vitania Ltd has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Vitania Ltd are completely uncorrelated. Furthermore, Vitania LtdIt does not look like Vitania Ltd alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Vitania Ltd is -424.78. The daily returns are destributed with a variance of 1.85 and standard deviation of 1.36. The mean deviation of Vitania Ltd is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.36
Ir
Information ratio =0.00

Vitania Ltd Return Volatility

Vitania Ltd accepts 1.3583% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vitania Ltd Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Ignores market trends

Investment Outlook

Vitania Ltd Investment Opportunity

Vitania Ltd has a volatility of 1.36 and is 1.28 times more volatile than DOW. 12% of all equities and portfolios are less risky than Vitania Ltd. Compared to the overall equity markets, volatility of historical daily returns of Vitania Ltd is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Vitania Ltd Volatility Indicators

Vitania Ltd Current Risk Indicators

Also please take a look at World Market Map. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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