Africa Israel (Israel) Market Value
| AFRE Stock | ILS 30,180 620.00 2.01% |
| Symbol | Africa |
Africa Israel '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 Africa Israel's 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 Africa Israel.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Africa Israel on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Africa Israel Residences or generate 0.0% return on investment in Africa Israel over 30 days. Africa Israel is related to or competes with Prashkovsky, Villar, Propert Buil, Kvutzat Acro, Electra Real, Isras Investment, and Summit. Africa Israel Residences Ltd develops and sells residential units under the Savyonim brand in Israel More
Africa Israel 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 Africa Israel's 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 Africa Israel Residences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0932 | |||
| Maximum Drawdown | 13.25 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 7.75 |
Africa Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Africa Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Africa Israel's standard deviation. In reality, there are many statistical measures that can use Africa Israel historical prices to predict the future Africa Israel's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 0.3252 | |||
| Total Risk Alpha | 0.0815 | |||
| Sortino Ratio | 0.1308 | |||
| Treynor Ratio | 0.5144 |
Africa Israel Residences Backtested Returns
Africa Israel appears to be very steady, given 3 months investment horizon. Africa Israel Residences secures Sharpe Ratio (or Efficiency) of 0.0752, which signifies that the company had a 0.0752 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Africa Israel Residences, which you can use to evaluate the volatility of the firm. Please makes use of Africa Israel's Downside Deviation of 2.35, mean deviation of 2.57, and Risk Adjusted Performance of 0.0922 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Africa Israel holds a performance score of 5. The firm shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Africa Israel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Africa Israel is expected to be smaller as well. Please check Africa Israel's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Africa Israel's price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Africa Israel Residences has insignificant predictability. Overlapping area represents the amount of predictability between Africa Israel time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Africa Israel Residences price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Africa Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 335.9 K |
Africa Israel Residences lagged returns against current returns
Autocorrelation, which is Africa Israel 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 Africa Israel's stock expected returns. We can calculate the autocorrelation of Africa Israel returns to help us make a trade decision. For example, suppose you find that Africa Israel 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 |
Africa Israel 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 Africa Israel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Africa Israel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Africa Israel stock over time.
Current vs Lagged Prices |
| Timeline |
Africa Israel Lagged Returns
When evaluating Africa Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Africa Israel stock have on its future price. Africa Israel 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, Africa Israel autocorrelation shows the relationship between Africa Israel stock current value and its past values and can show if there is a momentum factor associated with investing in Africa Israel Residences.
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 Africa Stock
Africa Israel financial ratios help investors to determine whether Africa 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 Africa with respect to the benefits of owning Africa Israel security.