WILLY FOOD (Israel) Risk Analysis And Volatility

<div class='logoBackup' style='background:#FF9E01;color: white;font-size:3em;;'>WLF</div>
WLFD -- Israel Stock  

ILS 3,038  46.00  1.54%

We consider WILLY FOOD very steady. WILLY FOOD INVSTM shows Sharpe Ratio of 0.0595 which attests that the company had 0.0595% of return per unit of standard deviation over the last 3 months. Our approach into determining 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 WILLY FOOD INVSTM which you can use to evaluate future volatility of the organization. Please check out WILLY FOOD INVSTM Downside Deviation of 1.99, Risk Adjusted Performance of 0.0748 and Mean Deviation of 1.42 to validate if risk estimate we provide are consistent with the epected return of 0.088%.

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

WILLY FOOD Market Sensitivity

As returns on market increase, returns on owning WILLY FOOD are expected to decrease at a much smaller rate. During bear market, WILLY FOOD is likely to outperform the market.
3 Months Beta |Analyze WILLY FOOD INVSTM Demand Trend
Check current 30 days WILLY FOOD correlation with market (DOW)
β = -0.1954

WILLY FOOD Central Daily Price Deviation

WILLY FOOD INVSTM Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of WILLY FOOD INVSTM high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only WILLY FOOD closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

WILLY FOOD Projected Return Density Against Market

Assuming 30 trading days horizon, WILLY FOOD INVSTM has beta of -0.1954 . This means as returns on benchmark increase, returns on holding WILLY FOOD are expected to decrease at a much smaller rate. During bear market, however, WILLY FOOD INVSTM is likely to outperform the market. Moreover, The company has an alpha of 0.3013 implying that it can potentially generate 0.3013% 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 WILLY FOOD is 1679.75. The daily returns are destributed with a variance of 2.19 and standard deviation of 1.48. The mean deviation of WILLY FOOD INVSTM is currently at 1.08. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.30
β
Beta against DOW=0.2
σ
Overall volatility
=1.48
Ir
Information ratio =0.07

WILLY FOOD Return Volatility

the company accepts 1.4782% volatility on return distribution over the 30 days horizon. the entity inherits 0.4699% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

WILLY FOOD Investment Opportunity

WILLY FOOD INVSTM has a volatility of 1.48 and is 3.15 times more volatile than DOW. 13  of all equities and portfolios are less risky than WILLY FOOD. Compared to the overall equity markets, volatility of historical daily returns of WILLY FOOD INVSTM is lower than 13 () of all global equities and portfolios over the last 30 days. Use WILLY FOOD INVSTM to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of WILLY FOOD to be traded at S3341.8 in 30 days. . As returns on market increase, returns on owning WILLY FOOD are expected to decrease at a much smaller rate. During bear market, WILLY FOOD is likely to outperform the market.

WILLY FOOD correlation with market

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

WILLY FOOD Current Risk Indicators

WILLY FOOD Suggested Diversification Pairs

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