B H (Israel) Risk Analysis And Volatility

WTS-L -- Israel Stock  

ILS 2,323  0.00  0.00%

Our philosophy in foreseeing 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 B H Whitestone Group Ltd which you can use to evaluate future volatility of the entity. Please confirm B H Whitestone Downside Deviation of 12.85, Coefficient Of Variation of 2949.33 and Mean Deviation of 2.95 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

B H Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, B H will likely underperform.
2 Months Beta |Analyze B H Whitestone Demand Trend
Check current 30 days B H correlation with market (DOW)
β = 2.8603

B H Central Daily Price Deviation

B H Whitestone Technical Analysis

Transformation
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B H Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 2.8603 . This means as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, B H will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. B H Whitestone is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of B H is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of B H Whitestone Group Ltd is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.15
β
Beta against DOW=2.86
σ
Overall volatility
=0.00
Ir
Information ratio =0.0135

B H Return Volatility

the firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

B H Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than B H Whitestone Group Ltd. 0% of all equities and portfolios are less risky than B H. Compared to the overall equity markets, volatility of historical daily returns of B H Whitestone Group Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use B H Whitestone Group Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of B H to be traded at S2299.77 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, B H will likely underperform.

B H correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding B H Whitestone Group Ltd and equity matching DJI index in the same portfolio.

B H Current Risk Indicators

B H Suggested Diversification Pairs

See also Your Current Watchlist. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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