Azrieli Group Stock Market Value
| AZRGF Stock | USD 103.50 0.00 0.00% |
| Symbol | Azrieli |
Azrieli Group '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 Azrieli Group's otc 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 Azrieli Group.
| 01/04/2025 |
| 12/30/2025 |
If you would invest 0.00 in Azrieli Group on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Azrieli Group or generate 0.0% return on investment in Azrieli Group over 360 days. Azrieli Group is related to or competes with Sino Land, SM Prime, Infrastrutture Wireless, Hongkong Land, CapitaLand Investment, Segro Plc, and Scentre. The company operates through four segments Retail Centers and Malls in Israel, Office and Other Space for Lease in Israe... More
Azrieli Group 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 Azrieli Group's otc 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 Azrieli Group upside and downside potential and time the market with a certain degree of confidence.
Azrieli Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Azrieli Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Azrieli Group's standard deviation. In reality, there are many statistical measures that can use Azrieli Group historical prices to predict the future Azrieli Group's volatility.| Risk Adjusted Performance | 0.0901 | |||
| Jensen Alpha | 0.1186 | |||
| Total Risk Alpha | 0.0078 | |||
| Treynor Ratio | 1.04 |
Azrieli Group Backtested Returns
At this point, Azrieli Group is very steady. Azrieli Group secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Azrieli Group, which you can use to evaluate the volatility of the firm. Please confirm Azrieli Group's Standard Deviation of 1.12, risk adjusted performance of 0.0901, and Mean Deviation of 0.2715 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Azrieli Group has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Azrieli Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Azrieli Group is expected to be smaller as well. Azrieli Group right now shows a risk of 1.14%. Please confirm Azrieli Group information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Azrieli Group will be following its price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Azrieli Group has modest reverse predictability. Overlapping area represents the amount of predictability between Azrieli Group time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th of December 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 Azrieli Group price movement. The serial correlation of -0.49 indicates that about 49.0% of current Azrieli Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 130.99 |
Azrieli Group lagged returns against current returns
Autocorrelation, which is Azrieli Group otc 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 Azrieli Group's otc stock expected returns. We can calculate the autocorrelation of Azrieli Group returns to help us make a trade decision. For example, suppose you find that Azrieli Group has exhibited high autocorrelation historically, and you observe that the otc 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 |
Azrieli Group 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 Azrieli Group otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Azrieli Group otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Azrieli Group otc stock over time.
Current vs Lagged Prices |
| Timeline |
Azrieli Group Lagged Returns
When evaluating Azrieli Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Azrieli Group otc stock have on its future price. Azrieli Group 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, Azrieli Group autocorrelation shows the relationship between Azrieli Group otc stock current value and its past values and can show if there is a momentum factor associated with investing in Azrieli Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Azrieli OTC Stock
Azrieli Group financial ratios help investors to determine whether Azrieli OTC 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 Azrieli with respect to the benefits of owning Azrieli Group security.