Amot Investments (Israel) Market Value
| AMOT Stock | ILS 1,960 4.00 0.20% |
| Symbol | Amot |
Amot 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 Amot 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 Amot Investments.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Amot Investments on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Amot Investments or generate 0.0% return on investment in Amot Investments over 30 days. Amot Investments is related to or competes with Alony Hetz, Azrieli, Melisron, Bank Leumi, and Israel Discount. Its properties include central bus stations, commercial centers, supermarkets, banks, and other commercial areas More
Amot 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 Amot 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 Amot Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0838 | |||
| Maximum Drawdown | 8.58 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.6 |
Amot Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amot Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amot Investments' standard deviation. In reality, there are many statistical measures that can use Amot Investments historical prices to predict the future Amot Investments' volatility.| Risk Adjusted Performance | 0.114 | |||
| Jensen Alpha | 0.2252 | |||
| Total Risk Alpha | 0.0113 | |||
| Sortino Ratio | 0.0846 | |||
| Treynor Ratio | 0.7759 |
Amot Investments Backtested Returns
Amot Investments appears to be very steady, given 3 months investment horizon. Amot Investments secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the company had a 0.27% return per unit of risk over the last 3 months. We have found thirty technical indicators for Amot Investments, which you can use to evaluate the volatility of the firm. Please makes use of Amot Investments' Risk Adjusted Performance of 0.114, downside deviation of 1.88, and Mean Deviation of 1.44 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amot Investments holds a performance score of 20. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amot Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Amot Investments is expected to be smaller as well. Please check Amot Investments' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Amot Investments' price patterns will revert.
Auto-correlation | 0.94 |
Excellent predictability
Amot Investments has excellent predictability. Overlapping area represents the amount of predictability between Amot Investments time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Amot Investments price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Amot Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 990.98 |
Amot Investments lagged returns against current returns
Autocorrelation, which is Amot 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 Amot Investments' stock expected returns. We can calculate the autocorrelation of Amot Investments returns to help us make a trade decision. For example, suppose you find that Amot 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 |
Amot 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 Amot Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amot Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amot Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Amot Investments Lagged Returns
When evaluating Amot Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amot Investments stock have on its future price. Amot 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, Amot Investments autocorrelation shows the relationship between Amot Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Amot Investments.
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 Amot Stock
Amot Investments financial ratios help investors to determine whether Amot 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 Amot with respect to the benefits of owning Amot Investments security.