Adgar Investments (Israel) Market Value
| ADGR Stock | ILS 500.00 2.20 0.44% |
| Symbol | Adgar |
Adgar Investments '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 Adgar Investments' stock 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 Adgar Investments.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Adgar Investments on November 29, 2023 and sell it all today you would earn a total of 0.00 from holding Adgar Investments and or generate 0.0% return on investment in Adgar Investments over 360 days. Adgar Investments is related to or competes with Israel Canada, Azrieli, Delek, Shikun Binui, and Israel Discount. Adgar Investments and Development Limited engages in the real estate activities More
Adgar Investments 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 Adgar Investments' stock 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 Adgar Investments and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.011 | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 3.26 |
Adgar Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adgar Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adgar Investments' standard deviation. In reality, there are many statistical measures that can use Adgar Investments historical prices to predict the future Adgar Investments' volatility.| Risk Adjusted Performance | 0.0643 | |||
| Jensen Alpha | 0.1203 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0098 | |||
| Treynor Ratio | 0.7634 |
Adgar Investments Backtested Returns
Adgar Investments appears to be very steady, given 3 months investment horizon. Adgar Investments secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Adgar Investments and, which you can use to evaluate the volatility of the firm. Please makes use of Adgar Investments' mean deviation of 1.56, and Risk Adjusted Performance of 0.0643 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adgar Investments holds a performance score of 11. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Adgar Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Adgar Investments is expected to be smaller as well. Please check Adgar Investments' semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Adgar Investments' price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Adgar Investments and has modest reverse predictability. Overlapping area represents the amount of predictability between Adgar Investments time series from 29th of November 2023 to 27th of May 2024 and 27th of May 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Adgar Investments price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Adgar Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 448.99 |
Adgar Investments lagged returns against current returns
Autocorrelation, which is Adgar Investments stock'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 Adgar Investments' stock expected returns. We can calculate the autocorrelation of Adgar Investments returns to help us make a trade decision. For example, suppose you find that Adgar Investments 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Adgar Investments 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 Adgar Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adgar Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adgar Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Adgar Investments Lagged Returns
When evaluating Adgar Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adgar Investments stock have on its future price. Adgar Investments 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, Adgar Investments autocorrelation shows the relationship between Adgar Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Adgar Investments and.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Adgar Stock
Adgar Investments financial ratios help investors to determine whether Adgar Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Adgar with respect to the benefits of owning Adgar Investments security.