Bikurey Hasade (Israel) Market Value
| BKRY Stock | ILA 455.90 12.90 2.75% |
| Symbol | Bikurey |
Bikurey Hasade '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 Bikurey Hasade'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 Bikurey Hasade.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Bikurey Hasade on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Bikurey Hasade Holdings or generate 0.0% return on investment in Bikurey Hasade over 30 days. Bikurey Hasade is related to or competes with Globrands, Neto ME, Victory Supermarket, Zanlakol, G Willi, Willy Food, and Al Bad. Bikurey Hasade Ltd. engages in growing, marketing, and distributing fresh vegetables and fruits in Israel and internatio... More
Bikurey Hasade 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 Bikurey Hasade'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 Bikurey Hasade Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0412 | |||
| Maximum Drawdown | 12.15 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 4.0 |
Bikurey Hasade Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bikurey Hasade's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bikurey Hasade's standard deviation. In reality, there are many statistical measures that can use Bikurey Hasade historical prices to predict the future Bikurey Hasade's volatility.| Risk Adjusted Performance | 0.0657 | |||
| Jensen Alpha | 0.2014 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.046 | |||
| Treynor Ratio | (0.33) |
Bikurey Hasade Holdings Backtested Returns
At this point, Bikurey Hasade is very steady. Bikurey Hasade Holdings secures Sharpe Ratio (or Efficiency) of 0.0688, which signifies that the company had a 0.0688 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bikurey Hasade Holdings, which you can use to evaluate the volatility of the firm. Please confirm Bikurey Hasade's Mean Deviation of 1.58, risk adjusted performance of 0.0657, and Downside Deviation of 1.96 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Bikurey Hasade has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bikurey Hasade are expected to decrease at a much lower rate. During the bear market, Bikurey Hasade is likely to outperform the market. Bikurey Hasade Holdings right now shows a risk of 2.43%. Please confirm Bikurey Hasade Holdings downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Bikurey Hasade Holdings will be following its price patterns.
Auto-correlation | 0.72 |
Good predictability
Bikurey Hasade Holdings has good predictability. Overlapping area represents the amount of predictability between Bikurey Hasade time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bikurey Hasade Holdings price movement. The serial correlation of 0.72 indicates that around 72.0% of current Bikurey Hasade price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 69.7 |
Bikurey Hasade Holdings lagged returns against current returns
Autocorrelation, which is Bikurey Hasade 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 Bikurey Hasade's stock expected returns. We can calculate the autocorrelation of Bikurey Hasade returns to help us make a trade decision. For example, suppose you find that Bikurey Hasade 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 |
Bikurey Hasade 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 Bikurey Hasade stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bikurey Hasade stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bikurey Hasade stock over time.
Current vs Lagged Prices |
| Timeline |
Bikurey Hasade Lagged Returns
When evaluating Bikurey Hasade's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bikurey Hasade stock have on its future price. Bikurey Hasade 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, Bikurey Hasade autocorrelation shows the relationship between Bikurey Hasade stock current value and its past values and can show if there is a momentum factor associated with investing in Bikurey Hasade Holdings.
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 Bikurey Stock
Bikurey Hasade financial ratios help investors to determine whether Bikurey 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 Bikurey with respect to the benefits of owning Bikurey Hasade security.