Ari Real (Israel) Market Value
| ARIN Stock | 202.30 1.80 0.88% |
| Symbol | Ari |
Ari Real '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 Ari Real'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 Ari Real.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Ari Real on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Ari Real Estate or generate 0.0% return on investment in Ari Real over 30 days. Ari Real is related to or competes with Discount Investment, Ram On, Oron Group, Meitav Dash, Hiron Trade, and Sure Tech. More
Ari Real 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 Ari Real'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 Ari Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.9 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.65 |
Ari Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ari Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ari Real's standard deviation. In reality, there are many statistical measures that can use Ari Real historical prices to predict the future Ari Real's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.54) |
Ari Real Estate Backtested Returns
Ari Real Estate secures Sharpe Ratio (or Efficiency) of -0.22, which signifies that the company had a -0.22% return per unit of risk over the last 3 months. Ari Real Estate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ari Real's Standard Deviation of 1.99, risk adjusted performance of (0.02), and Mean Deviation of 1.3 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ari Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ari Real is expected to be smaller as well. At this point, Ari Real Estate has a negative expected return of -0.29%. Please make sure to confirm Ari Real's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Ari Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Ari Real Estate has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ari Real time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Ari Real Estate price movement. The serial correlation of -0.18 indicates that over 18.0% of current Ari Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 14.77 |
Ari Real Estate lagged returns against current returns
Autocorrelation, which is Ari Real 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 Ari Real's stock expected returns. We can calculate the autocorrelation of Ari Real returns to help us make a trade decision. For example, suppose you find that Ari Real 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 |
Ari Real 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 Ari Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ari Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ari Real stock over time.
Current vs Lagged Prices |
| Timeline |
Ari Real Lagged Returns
When evaluating Ari Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ari Real stock have on its future price. Ari Real 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, Ari Real autocorrelation shows the relationship between Ari Real stock current value and its past values and can show if there is a momentum factor associated with investing in Ari Real Estate.
Regressed Prices |
| Timeline |
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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 Ari Stock
Ari Real financial ratios help investors to determine whether Ari 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 Ari with respect to the benefits of owning Ari Real security.