Tel Aviv (Israel) Market Value

TA35 Index   1,776  8.00  0.45%   
Tel Aviv's market value is the price at which a share of Tel Aviv stock trades on a public exchange. It measures the collective expectations of Tel Aviv 35 investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Tel Aviv 35 and determine expected loss or profit from investing in Tel Aviv over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios.

Tel Aviv 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tel Aviv's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tel Aviv.
No Change 0.00  0.0 
In 5 months and 29 days
If you would invest  0.00  in Tel Aviv on December 1, 2022 and sell it all today you would earn a total of 0.00 from holding Tel Aviv 35 or generate 0.0% return on investment in Tel Aviv over 180 days.

Tel Aviv Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tel Aviv's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tel Aviv 35 upside and downside potential and time the market with a certain degree of confidence.

Tel Aviv Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Tel Aviv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tel Aviv's standard deviation. In reality, there are many statistical measures that can use Tel Aviv historical prices to predict the future Tel Aviv's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Tel Aviv's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Tel Aviv in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Tel Aviv. Your research has to be compared to or analyzed against Tel Aviv's peers to derive any actionable benefits. When done correctly, Tel Aviv's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Tel Aviv 35.

Tel Aviv 35 Backtested Returns

Tel Aviv 35 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0544, which indicates the index had 0.0544% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Tel Aviv 35, which you can use to evaluate the future volatility of the index.
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. Let's try to break down what Tel's beta means in this case. the returns on MARKET and Tel Aviv are completely uncorrelated. Although it is important to respect Tel Aviv 35 current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Tel Aviv 35 technical indicators, you can presently evaluate if the expected return of 0.0571% will be sustainable into the future.



Insignificant reverse predictability

Tel Aviv 35 has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tel Aviv time series from 1st of December 2022 to 1st of March 2023 and 1st of March 2023 to 30th of May 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tel Aviv 35 price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Tel Aviv price fluctuation can be explain by its past prices.
Correlation Coefficient-0.13
Spearman Rank Test-0.15
Residual Average0.0
Price Variance832.37

Tel Aviv 35 lagged returns against current returns

Autocorrelation, which is Tel Aviv index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tel Aviv's index expected returns. We can calculate the autocorrelation of Tel Aviv returns to help us make a trade decision. For example, suppose you find that Tel Aviv index has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   

Tel Aviv regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tel Aviv index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tel Aviv index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tel Aviv index over time.
   Current vs Lagged Prices   

Tel Aviv Lagged Returns

When evaluating Tel Aviv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tel Aviv index have on its future price. Tel Aviv autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tel Aviv autocorrelation shows the relationship between Tel Aviv index current value and its past values and can show if there is a momentum factor associated with investing in Tel Aviv 35.
   Regressed Prices   

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tel Aviv in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tel Aviv's short interest history, or implied volatility extrapolated from Tel Aviv options trading.

Currently Active Assets on Macroaxis

Check out World Market Map to better understand how to build diversified portfolios. You can also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

Complementary Tools for Tel Index analysis

When running Tel Aviv's price analysis, check to measure Tel Aviv's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tel Aviv is operating at the current time. Most of Tel Aviv's value examination focuses on studying past and present price action to predict the probability of Tel Aviv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tel Aviv's price. Additionally, you may evaluate how the addition of Tel Aviv to your portfolios can decrease your overall portfolio volatility.
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Tel Aviv technical index analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, index market cycles, or different charting patterns.
A focus of Tel Aviv technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Tel Aviv trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...