Atreyu Capital (Israel) Market Value
| ATRY Stock | 6,867 267.00 4.05% |
| Symbol | Atreyu |
Atreyu Capital '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 Atreyu Capital'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 Atreyu Capital.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Atreyu Capital on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Atreyu Capital Markets or generate 0.0% return on investment in Atreyu Capital over 30 days. Atreyu Capital is related to or competes with Bank Hapoalim, Israel Discount, Bezeq Israeli, and Elbit Systems. Atreyu Capital Markets Ltd provides securities trading, investment banking, research, brokerage, and investment manageme... More
Atreyu Capital 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 Atreyu Capital'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 Atreyu Capital Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1896 | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.58 |
Atreyu Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atreyu Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atreyu Capital's standard deviation. In reality, there are many statistical measures that can use Atreyu Capital historical prices to predict the future Atreyu Capital's volatility.| Risk Adjusted Performance | 0.2186 | |||
| Jensen Alpha | 0.3725 | |||
| Total Risk Alpha | 0.1676 | |||
| Sortino Ratio | 0.1973 | |||
| Treynor Ratio | 2.84 |
Atreyu Capital Markets Backtested Returns
Atreyu Capital appears to be very steady, given 3 months investment horizon. Atreyu Capital Markets secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Atreyu Capital Markets, which you can use to evaluate the volatility of the firm. Please makes use of Atreyu Capital's Mean Deviation of 1.09, downside deviation of 1.37, and Risk Adjusted Performance of 0.2186 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Atreyu Capital holds a performance score of 18. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atreyu Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atreyu Capital is expected to be smaller as well. Please check Atreyu Capital's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Atreyu Capital's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Atreyu Capital Markets has good predictability. Overlapping area represents the amount of predictability between Atreyu Capital 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 Atreyu Capital Markets price movement. The serial correlation of 0.79 indicates that around 79.0% of current Atreyu Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 8539.11 |
Atreyu Capital Markets lagged returns against current returns
Autocorrelation, which is Atreyu Capital 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 Atreyu Capital's stock expected returns. We can calculate the autocorrelation of Atreyu Capital returns to help us make a trade decision. For example, suppose you find that Atreyu Capital 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 |
Atreyu Capital 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 Atreyu Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atreyu Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atreyu Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Atreyu Capital Lagged Returns
When evaluating Atreyu Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atreyu Capital stock have on its future price. Atreyu Capital 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, Atreyu Capital autocorrelation shows the relationship between Atreyu Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Atreyu Capital Markets.
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 Atreyu Stock
Atreyu Capital financial ratios help investors to determine whether Atreyu 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 Atreyu with respect to the benefits of owning Atreyu Capital security.