Blue Square (Israel) Probability of Target Price Finishing Over Current Price

BLSR -- Israel Stock  

ILS 12,640  60.00  0.47%

Blue Square probability of target price tool provides mechanism to make assumptions about upside and downside potential of Blue Square Real Estate Ltd performance during a given time horizon utilizing its historical volatility. Please specify Blue Square time horizon, a valid symbol (red box) and a target price (blue box) you would like Blue Square odds to be computed. Check also Blue Square Backtesting, Blue Square Valuation, Blue Square Correlation, Blue Square Hype Analysis, Blue Square Volatility, Blue Square History as well as Blue Square Performance.
Horizon     30 Days    Login   to change
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Blue Square Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 12,640 30 days 12,640  ABOUT 85.22%
Based on normal probability distribution, the odds of Blue Square to move above current price in 30 days from now is about 85.22% (This Blue Square Real Estate Ltd probability density function shows the probability of Blue Square Stock to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, Blue Square Real Estate Ltd has beta of -0.0157 . This suggests as returns on benchmark increase, returns on holding Blue Square are expected to decrease at a much smaller rate. During bear market, however, Blue Square Real Estate Ltd is likely to outperform the market. Additionally Blue Square Real Estate Ltd has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Blue Square Price Density 
      Price 
α
Alpha over DOW
=0.17
β
Beta against DOW=0.02
σ
Overall volatility
=458.84
Ir
Information ratio =0.012152

Blue Square Alerts

Blue Square Alerts and Suggestions

Blue Square Real generates negative expected return over the last 30 days
Blue Square Real has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 2.49B in total debt with debt to equity ratio (D/E) of 138.3 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Blue Square Real Estate Ltd has Current Ratio of 0.51 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
BLUE SQUARE REAL has accumulated about 304.48M in cash with (51.49M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 26.16.

Price Density Drivers

Blue Square Health Indicators

Trailing Annual Dividend Rate5.61
Float Shares4.92M
Average Daily Volume Last 10 Day6.41k
Average Daily Volume In Three Month5.08k
Trailing Annual Dividend Yield0.04%
Check also Blue Square Backtesting, Blue Square Valuation, Blue Square Correlation, Blue Square Hype Analysis, Blue Square Volatility, Blue Square History as well as Blue Square Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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