YAACOBI BROTHERS (Israel) Risk Analysis And Volatility

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YAAC -- Israel Stock  

ILA 48.00  0.80  1.64%

Macroaxis considers YAACOBI BROTHERS to be somewhat reliable. YAACOBI BROTHERS retains Efficiency (Sharpe Ratio) of -0.2301 which attests that the company had -0.2301% of return per unit of volatility over the last 3 months. Macroaxis way of determining 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. YAACOBI BROTHERS exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out YAACOBI BROTHERS Standard Deviation of 3.53, Market Risk Adjusted Performance of (6.54) and Mean Deviation of 2.1 to validate risk estimate we provide.

90 Days Market Risk

Somewhat reliable

Chance of Distress

High

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

YAACOBI BROTHERS Market Sensitivity

As returns on market increase, YAACOBI BROTHERS returns are expected to increase less than the market. However during bear market, the loss on holding YAACOBI BROTHERS will be expected to be smaller as well.
3 Months Beta |Analyze YAACOBI BROTHERS Demand Trend
Check current 30 days YAACOBI BROTHERS correlation with market (DOW)
β = 0.1146

YAACOBI BROTHERS Central Daily Price Deviation

YAACOBI BROTHERS Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of YAACOBI BROTHERS price series. View also all equity analysis or get more info about median price price transform indicator.

YAACOBI BROTHERS Projected Return Density Against Market

Assuming 30 trading days horizon, YAACOBI BROTHERS has beta of 0.1146 . This means as returns on market go up, YAACOBI BROTHERS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding YAACOBI BROTHERS will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. YAACOBI BROTHERS is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of YAACOBI BROTHERS is -434.64. The daily returns are destributed with a variance of 16.08 and standard deviation of 4.01. The mean deviation of YAACOBI BROTHERS is currently at 2.46. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.76
β
Beta against DOW=0.11
σ
Overall volatility
=4.01
Ir
Information ratio =0.25

YAACOBI BROTHERS Return Volatility

the company accepts 4.0098% volatility on return distribution over the 30 days horizon. the entity inherits 0.4763% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

YAACOBI BROTHERS Investment Opportunity

YAACOBI BROTHERS has a volatility of 4.01 and is 8.35 times more volatile than DOW. 35  of all equities and portfolios are less risky than YAACOBI BROTHERS. Compared to the overall equity markets, volatility of historical daily returns of YAACOBI BROTHERS is lower than 35 () of all global equities and portfolios over the last 30 days. Use YAACOBI BROTHERS to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of YAACOBI BROTHERS to be traded at 46.56 in 30 days. . As returns on market increase, YAACOBI BROTHERS returns are expected to increase less than the market. However during bear market, the loss on holding YAACOBI BROTHERS will be expected to be smaller as well.

YAACOBI BROTHERS correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding YAACOBI BROTHERS and equity matching DJI index in the same portfolio.

YAACOBI BROTHERS Current Risk Indicators

YAACOBI BROTHERS Suggested Diversification Pairs

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