Analyst IMS (Israel) Market Value
| ANLT Stock | ILA 7,621 76.00 0.99% |
| Symbol | Analyst |
Analyst IMS '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 Analyst IMS'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 Analyst IMS.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Analyst IMS on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Analyst IMS Investment or generate 0.0% return on investment in Analyst IMS over 720 days. Analyst IMS is related to or competes with Abra Information, ICL Israel, Inrom Construction, Batm Advanced, Aura Investments, B Communications, and YD More. Investment Management Services Ltd is a publicly owned investment manager More
Analyst IMS 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 Analyst IMS'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 Analyst IMS Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.6364 | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 5.62 |
Analyst IMS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Analyst IMS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Analyst IMS's standard deviation. In reality, there are many statistical measures that can use Analyst IMS historical prices to predict the future Analyst IMS's volatility.| Risk Adjusted Performance | 0.4612 | |||
| Jensen Alpha | 1.11 | |||
| Total Risk Alpha | 1.11 | |||
| Sortino Ratio | 0.9643 | |||
| Treynor Ratio | (1.38) |
Analyst IMS Investment Backtested Returns
Analyst IMS is very steady given 3 months investment horizon. Analyst IMS Investment secures Sharpe Ratio (or Efficiency) of 0.64, which signifies that the company had a 0.64 % return per unit of standard deviation over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Analyst IMS mean deviation of 1.29, and Risk Adjusted Performance of 0.4612 to evaluate company specific risk that cannot be diversified away. Analyst IMS holds a performance score of 50 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.8, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Analyst IMS are expected to decrease at a much lower rate. During the bear market, Analyst IMS is likely to outperform the market. Use Analyst IMS downside deviation, standard deviation, and the relationship between the mean deviation and coefficient of variation , to analyze future returns on Analyst IMS.
Auto-correlation | 0.69 |
Good predictability
Analyst IMS Investment has good predictability. Overlapping area represents the amount of predictability between Analyst IMS time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Analyst IMS Investment price movement. The serial correlation of 0.69 indicates that around 69.0% of current Analyst IMS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 M |
Analyst IMS Investment lagged returns against current returns
Autocorrelation, which is Analyst IMS 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 Analyst IMS's stock expected returns. We can calculate the autocorrelation of Analyst IMS returns to help us make a trade decision. For example, suppose you find that Analyst IMS 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 |
Analyst IMS 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 Analyst IMS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Analyst IMS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Analyst IMS stock over time.
Current vs Lagged Prices |
| Timeline |
Analyst IMS Lagged Returns
When evaluating Analyst IMS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Analyst IMS stock have on its future price. Analyst IMS 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, Analyst IMS autocorrelation shows the relationship between Analyst IMS stock current value and its past values and can show if there is a momentum factor associated with investing in Analyst IMS Investment.
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 Analyst Stock
Analyst IMS financial ratios help investors to determine whether Analyst 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 Analyst with respect to the benefits of owning Analyst IMS security.