Aviv Arlon (Israel) Market Value
| AVLN Stock | ILS 1,620 14.00 0.86% |
| Symbol | Aviv |
Aviv Arlon '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 Aviv Arlon'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 Aviv Arlon.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Aviv Arlon on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Aviv Arlon or generate 0.0% return on investment in Aviv Arlon over 270 days. Aviv Arlon is related to or competes with Israel Canada, Delek, Shikun Binui, and Israel Discount. Aviv Arlon Ltd. focuses on the acquisition, improvement, development, leasing, and management of shopping centers in the... More
Aviv Arlon 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 Aviv Arlon'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 Aviv Arlon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.97 | |||
| Information Ratio | 0.3021 | |||
| Maximum Drawdown | 68.22 | |||
| Value At Risk | (5.84) | |||
| Potential Upside | 18.51 |
Aviv Arlon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aviv Arlon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aviv Arlon's standard deviation. In reality, there are many statistical measures that can use Aviv Arlon historical prices to predict the future Aviv Arlon's volatility.| Risk Adjusted Performance | 0.2515 | |||
| Jensen Alpha | 3.04 | |||
| Total Risk Alpha | 1.5 | |||
| Sortino Ratio | 0.5776 | |||
| Treynor Ratio | (7.39) |
Aviv Arlon Backtested Returns
Aviv Arlon is very steady given 3 months investment horizon. Aviv Arlon secures Sharpe Ratio (or Efficiency) of 0.41, which signifies that the company had a 0.41% return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 4.54% are justified by taking the suggested risk. Use Aviv Arlon Risk Adjusted Performance of 0.2515, mean deviation of 5.94, and Downside Deviation of 4.97 to evaluate company specific risk that cannot be diversified away. Aviv Arlon holds a performance score of 32 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aviv Arlon are expected to decrease at a much lower rate. During the bear market, Aviv Arlon is likely to outperform the market. Use Aviv Arlon standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Aviv Arlon.
Auto-correlation | -0.82 |
Excellent reverse predictability
Aviv Arlon has excellent reverse predictability. Overlapping area represents the amount of predictability between Aviv Arlon time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Aviv Arlon price movement. The serial correlation of -0.82 indicates that around 82.0% of current Aviv Arlon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 131.4 K |
Aviv Arlon lagged returns against current returns
Autocorrelation, which is Aviv Arlon 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 Aviv Arlon's stock expected returns. We can calculate the autocorrelation of Aviv Arlon returns to help us make a trade decision. For example, suppose you find that Aviv Arlon 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 |
Aviv Arlon 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 Aviv Arlon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aviv Arlon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aviv Arlon stock over time.
Current vs Lagged Prices |
| Timeline |
Aviv Arlon Lagged Returns
When evaluating Aviv Arlon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aviv Arlon stock have on its future price. Aviv Arlon 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, Aviv Arlon autocorrelation shows the relationship between Aviv Arlon stock current value and its past values and can show if there is a momentum factor associated with investing in Aviv Arlon.
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 Aviv Stock
Aviv Arlon financial ratios help investors to determine whether Aviv 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 Aviv with respect to the benefits of owning Aviv Arlon security.