Blender Financial (Israel) Market Value
| BLND Stock | ILA 318.20 11.80 3.58% |
| Symbol | Blender |
Blender Financial '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 Blender Financial'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 Blender Financial.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Blender Financial on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Blender Financial Technologies or generate 0.0% return on investment in Blender Financial over 30 days. Blender Financial is related to or competes with Wilk Technologies, YH Dimri, Bezeq Israeli, Teuza A, Millennium Food, Ormat Technologies, and Abra Information. Blender Financial Technologies Ltd. engages in the financial technology business in Israel and internationally More
Blender Financial 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 Blender Financial'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 Blender Financial Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 22.27 | |||
| Value At Risk | (6.15) | |||
| Potential Upside | 2.37 |
Blender Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blender Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blender Financial's standard deviation. In reality, there are many statistical measures that can use Blender Financial historical prices to predict the future Blender Financial's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.78) | |||
| Treynor Ratio | 1.55 |
Blender Financial Backtested Returns
Blender Financial secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14% return per unit of standard deviation over the last 3 months. Blender Financial Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Blender Financial's risk adjusted performance of (0.06), and Mean Deviation of 1.69 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blender Financial are expected to decrease at a much lower rate. During the bear market, Blender Financial is likely to outperform the market. At this point, Blender Financial has a negative expected return of -0.49%. Please make sure to confirm Blender Financial's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Blender Financial performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Blender Financial Technologies has average predictability. Overlapping area represents the amount of predictability between Blender Financial 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 Blender Financial price movement. The serial correlation of 0.49 indicates that about 49.0% of current Blender Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 447.5 |
Blender Financial lagged returns against current returns
Autocorrelation, which is Blender Financial 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 Blender Financial's stock expected returns. We can calculate the autocorrelation of Blender Financial returns to help us make a trade decision. For example, suppose you find that Blender Financial 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 |
Blender Financial 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 Blender Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blender Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blender Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Blender Financial Lagged Returns
When evaluating Blender Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blender Financial stock have on its future price. Blender Financial 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, Blender Financial autocorrelation shows the relationship between Blender Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Blender Financial Technologies.
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 Blender Stock
Blender Financial financial ratios help investors to determine whether Blender 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 Blender with respect to the benefits of owning Blender Financial security.