XTL Biopharmaceutica (Israel) Risk Analysis And Volatility Evaluation

XTLB -- Israel Stock  

ILS 9.80  0.20  2.08%

XTL Biopharmaceutica is unknown risk given 1 month investment horizon. XTL Biopharmaceuticals shows Sharpe Ratio of 0.2552 which attests that XTL Biopharmaceuticals had 0.2552% of return per unit of standard deviation over the last 1 month. Our philosophy towards determining volatility of a stock is to use XTL Biopharmaceuticals market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 2.6263% are justified by taking the suggested risk. Use XTL Biopharmaceuticals Ltd Risk Adjusted Performance of 0.31 and Mean Deviation of 5.07 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

XTL Biopharmaceutica Market Sensitivity

As returns on market increase, returns on owning XTL Biopharmaceutica are expected to decrease at a much smaller rate. During bear market, XTL Biopharmaceutica is likely to outperform the market.
One Month Beta |Analyze XTL Biopharmaceuticals Demand Trend
Check current 30 days XTL Biopharmaceutica correlation with market (DOW)
β = -0.616
XTL Biopharmaceutica Almost negative betaXTL Biopharmaceuticals Beta Legend

XTL Biopharmaceuticals Technical Analysis

Transformation
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XTL Biopharmaceutica Projected Return Density Against Market

Assuming 30 trading days horizon, XTL Biopharmaceuticals Ltd has beta of -0.616 . This means as returns on benchmark increase, returns on holding XTL Biopharmaceutica are expected to decrease at a much smaller rate. During bear market, however, XTL Biopharmaceuticals Ltd is likely to outperform the market. In addition to that, XTL Biopharmaceuticals Ltd has an alpha of 2.3198 implying that it can potentially generate 2.3198% 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 XTL Biopharmaceutica is 391.9. The daily returns are destributed with a variance of 105.94 and standard deviation of 10.29. The mean deviation of XTL Biopharmaceuticals Ltd is currently at 6.23. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=2.32
β
Beta against DOW=0.62
σ
Overall volatility
=10.29
Ir
Information ratio =0.30

XTL Biopharmaceutica Return Volatility

XTL Biopharmaceuticals Ltd accepts 10.2926% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

XTL Biopharmaceutica Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

XTL Biopharmaceutica Investment Opportunity

XTL Biopharmaceuticals Ltd has a volatility of 10.29 and is 9.89 times more volatile than DOW. 93% of all equities and portfolios are less risky than XTL Biopharmaceutica. Compared to the overall equity markets, volatility of historical daily returns of XTL Biopharmaceuticals Ltd is higher than 93 (%) of all global equities and portfolios over the last 30 days. Use XTL Biopharmaceuticals Ltd to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of XTL Biopharmaceutica to be traded at S11.76 in 30 days. As returns on market increase, returns on owning XTL Biopharmaceutica are expected to decrease at a much smaller rate. During bear market, XTL Biopharmaceutica is likely to outperform the market.

XTL Biopharmaceutica correlation with market

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

XTL Biopharmaceutica Volatility Indicators

XTL Biopharmaceuticals Ltd Current Risk Indicators

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