Bezeq Israeli (Israel) Market Value
| BEZQ Stock | ILS 526.40 6.40 1.23% |
| Symbol | Bezeq |
Bezeq Israeli '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 Bezeq Israeli'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 Bezeq Israeli.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Bezeq Israeli on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Bezeq Israeli Telecommunication or generate 0.0% return on investment in Bezeq Israeli over 30 days. Bezeq Israeli is related to or competes with Bank Leumi, Teva Pharmaceutical, Bank Hapoalim, Elbit Systems, and El Al. Bezeq The Israel Telecommunication Corporation Limited provides communications services to business and private customer... More
Bezeq Israeli 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 Bezeq Israeli'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 Bezeq Israeli Telecommunication upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1042 | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.25 |
Bezeq Israeli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bezeq Israeli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bezeq Israeli's standard deviation. In reality, there are many statistical measures that can use Bezeq Israeli historical prices to predict the future Bezeq Israeli's volatility.| Risk Adjusted Performance | 0.1445 | |||
| Jensen Alpha | 0.3167 | |||
| Total Risk Alpha | 0.0303 | |||
| Sortino Ratio | 0.1156 | |||
| Treynor Ratio | (1.89) |
Bezeq Israeli Teleco Backtested Returns
Bezeq Israeli appears to be very steady, given 3 months investment horizon. Bezeq Israeli Teleco secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the company had a 0.33% return per unit of risk over the last 3 months. By analyzing Bezeq Israeli's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Bezeq Israeli's Risk Adjusted Performance of 0.1445, mean deviation of 1.29, and Downside Deviation of 1.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bezeq Israeli holds a performance score of 26. 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, returns on owning Bezeq Israeli are expected to decrease at a much lower rate. During the bear market, Bezeq Israeli is likely to outperform the market. Please check Bezeq Israeli's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Bezeq Israeli's price patterns will revert.
Auto-correlation | 0.88 |
Very good predictability
Bezeq Israeli Telecommunication has very good predictability. Overlapping area represents the amount of predictability between Bezeq Israeli time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Bezeq Israeli Teleco price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Bezeq Israeli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 158.7 |
Bezeq Israeli Teleco lagged returns against current returns
Autocorrelation, which is Bezeq Israeli 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 Bezeq Israeli's stock expected returns. We can calculate the autocorrelation of Bezeq Israeli returns to help us make a trade decision. For example, suppose you find that Bezeq Israeli 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 |
Bezeq Israeli 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 Bezeq Israeli stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bezeq Israeli stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bezeq Israeli stock over time.
Current vs Lagged Prices |
| Timeline |
Bezeq Israeli Lagged Returns
When evaluating Bezeq Israeli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bezeq Israeli stock have on its future price. Bezeq Israeli 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, Bezeq Israeli autocorrelation shows the relationship between Bezeq Israeli stock current value and its past values and can show if there is a momentum factor associated with investing in Bezeq Israeli Telecommunication.
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 Bezeq Stock
Bezeq Israeli financial ratios help investors to determine whether Bezeq 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 Bezeq with respect to the benefits of owning Bezeq Israeli security.