# Rewalk Stock Volatility

RWLK | Stock | ## USD 0.85 0.03 3.41% |

Rewalk Robotics maintains Sharpe Ratio (i.e., Efficiency) of -0.0657, which implies the firm had -0.0657% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Rewalk Robotics exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Rewalk Robotics coefficient of variation of (1,516), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide.

Rewalk |

Rewalk Robotics Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Rewalk daily returns, and it is calculated using variance and standard deviation. We also use Rewalk's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Rewalk Robotics volatility.

### 180 Days Market Risk

### Chance of Distress

### 180 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Rewalk Robotics can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Rewalk Robotics at lower prices. For example, an investor can purchase Rewalk stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Rewalk Robotics' stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Rewalk Robotics

+ | 0.78 | ABT | Abbott Laboratories | PairCorr | |||

+ | 0.79 | MDT | Medtronic | PairCorr | |||

+ | 0.82 | EW | Edwards Lifesciences Corp | PairCorr | |||

+ | 0.85 | SMMNY | SIEMENS HEALTHINEERS | PairCorr | |||

+ | 0.7 | SEMHF | Siemens Healthineers | PairCorr |

## Moving against Rewalk Robotics

## Rewalk Robotics Market Sensitivity And Downside Risk

Rewalk Robotics' beta coefficient measures the volatility of Rewalk stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Rewalk stock's returns against your selected market. In other words, Rewalk Robotics's beta of 0.53 provides an investor with an approximation of how much risk Rewalk Robotics stock can potentially add to one of your existing portfolios.

Rewalk Robotics exhibits very low volatility with skewness of 0.17 and kurtosis of -0.32. However, we advise investors to further study Rewalk Robotics technical indicators to ensure that all market info is available and is reliable. Rewalk Robotics is a potential penny stock. Although Rewalk Robotics may be in fact a good instrument to invest, many penny stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Rewalk Robotics. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Rewalk instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals. 3 Months Beta |Analyze Rewalk Robotics Demand TrendCheck current 90 days Rewalk Robotics correlation with market (DOW)## Rewalk Beta |

Rewalk standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 2.32 |

It is essential to understand the difference between upside risk (as represented by Rewalk Robotics's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Rewalk Robotics' daily returns or price. Since the actual investment returns on holding a position in rewalk stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Rewalk Robotics.

## Using Rewalk Put Option to Manage Risk

Put options written on Rewalk Robotics grant holders of the option the right to sell a specified amount of Rewalk Robotics at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Rewalk Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Rewalk Robotics' position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Rewalk Robotics will be realized, the loss incurred will be offset by the profits made with the option trade.

### Rewalk Robotics' PUT expiring on 2022-10-21

Profit |

Share

Rewalk Robotics Price At Expiration |

### Current Rewalk Robotics Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2022-10-21 PUT at $1.5 | -0.4241 | 0.3617 | 27 | 2022-10-21 | 0.35 - 1.5 | 0.7 | View |

Put | 2022-10-21 PUT at $1.0 | -0.8926 | 1.8044 | 520 | 2022-10-21 | 0.1 - 0.2 | 0.14 | View |

## Rewalk Robotics Stock Volatility Analysis

Volatility refers to the frequency at which Rewalk Robotics stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Rewalk Robotics' price changes. Investors will then calculate the volatility of Rewalk Robotics' stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Rewalk Robotics' volatility:

### Historical Volatility

This type of stock volatility measures Rewalk Robotics' fluctuations based on previous trends. It's commonly used to predict Rewalk Robotics' future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Rewalk Robotics' current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Rewalk Robotics' to be redeemed at a future date.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Rewalk Robotics Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input..

## Rewalk Robotics Projected Return Density Against Market

Given the investment horizon of 90 days Rewalk Robotics has a beta of 0.5317 indicating as returns on the market go up, Rewalk Robotics average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Rewalk Robotics will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Rewalk Robotics or Healthcare sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Rewalk Robotics' price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Rewalk stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Rewalk Robotics is significantly underperforming DOW. Predicted Return Density |

Returns |

## What Drives a Rewalk Robotics Price Volatility?

Several factors can influence a Stock's stock volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Rewalk Robotics Stock Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Rewalk Robotics or Healthcare sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Rewalk Robotics' price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Rewalk stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Given the investment horizon of 90 days the coefficient of variation of Rewalk Robotics is -1521.95. The daily returns are distributed with a variance of 5.4 and standard deviation of 2.32. The mean deviation of Rewalk Robotics is currently at 1.81. For similar time horizon, the selected benchmark (DOW) has volatility of 1.12

α | Alpha over DOW | -0.12 | |

β | Beta against DOW | 0.53 | |

σ | Overall volatility | 2.32 | |

Ir | Information ratio | -0.03 |

## Rewalk Robotics Stock Return Volatility

Rewalk Robotics historical daily return volatility represents how much of Rewalk Robotics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 2.3241% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.1443% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Rewalk Robotics Volatility

Volatility is a rate at which the price of Rewalk Robotics or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Rewalk Robotics may increase or decrease. In other words, similar to Rewalk's beta indicator, it measures the risk of Rewalk Robotics and helps estimate the fluctuations that may happen in a short period of time. So if prices of Rewalk Robotics fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.ReWalk Robotics Ltd., a medical device company, designs, develops, and commercializes robotic exoskeletons for individuals with mobility impairments or other medical conditions in the United States, Europe, the Asia-Pacific, and Africa. ReWalk Robotics Ltd. was incorporated in 2001 and is headquartered in Yokneam Ilit, Israel. Rewalk Robotics operates under Medical Devices classification in the United States and is traded on NASDAQ Exchange. It employs 51 people.

## Rewalk Robotics Investment Opportunity

Rewalk Robotics has a volatility of 2.32 and is 2.04 times more volatile than DOW.**20**of all equities and portfolios are less risky than Rewalk Robotics. Compared to the overall equity markets, volatility of historical daily returns of Rewalk Robotics is lower than

**20 ()**of all global equities and portfolios over the last 90 days. Use Rewalk Robotics to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Rewalk Robotics to be traded at $0.816 in 90 days.

### Modest diversification

The correlation between Rewalk Robotics and DJI is

**0.25**(i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rewalk Robotics and DJI in the same portfolio, assuming nothing else is changed.## Rewalk Robotics Additional Risk Indicators

The analysis of Rewalk Robotics' secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Rewalk Robotics' investment and either accepting that risk or mitigating it. Along with some common measures of Rewalk Robotics stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | (0.07) | |||

Market Risk Adjusted Performance | (0.30) | |||

Mean Deviation | 1.88 | |||

Coefficient Of Variation | (1,516) | |||

Standard Deviation | 2.37 | |||

Variance | 5.63 | |||

Information Ratio | (0.03207) |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Rewalk Robotics Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Rewalk Robotics as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Rewalk Robotics' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Rewalk Robotics' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Rewalk Robotics.

Additionally, take a look at Your Equity Center. You can also try CEO Directory module to screen CEOs from public companies around the world.

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When running Rewalk Robotics price analysis, check to measure Rewalk Robotics' 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 Rewalk Robotics is operating at the current time. Most of Rewalk Robotics' value examination focuses on studying past and present price action to predict the probability of Rewalk Robotics' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Rewalk Robotics' price. Additionally, you may evaluate how the addition of Rewalk Robotics to your portfolios can decrease your overall portfolio volatility.

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Is Rewalk Robotics' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rewalk Robotics. If investors know Rewalk will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rewalk Robotics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

The market value of Rewalk Robotics is measured differently than its book value, which is the value of Rewalk that is recorded on the company's balance sheet. Investors also form their own opinion of Rewalk Robotics' value that differs from its market value or its book value, called intrinsic value, which is Rewalk Robotics' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rewalk Robotics' market value can be influenced by many factors that don't directly affect Rewalk Robotics' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Rewalk Robotics' value and its price as these two are different measures arrived at by different means. Investors typically determine Rewalk Robotics value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rewalk Robotics' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.