Bonei Hatichon (Israel) Market Value
| BOTI Stock | 5,391 97.00 1.77% |
| Symbol | Bonei |
Bonei Hatichon '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 Bonei Hatichon'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 Bonei Hatichon.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in Bonei Hatichon on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Bonei Hatichon Civil or generate 0.0% return on investment in Bonei Hatichon over 270 days. Bonei Hatichon is related to or competes with Suny Cellular, ICL Israel, Inrom Construction, B Communications, Libra Insurance, and IDI Insurance. More
Bonei Hatichon 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 Bonei Hatichon'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 Bonei Hatichon Civil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.2242 | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 5.47 |
Bonei Hatichon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bonei Hatichon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bonei Hatichon's standard deviation. In reality, there are many statistical measures that can use Bonei Hatichon historical prices to predict the future Bonei Hatichon's volatility.| Risk Adjusted Performance | 0.1764 | |||
| Jensen Alpha | 0.5021 | |||
| Total Risk Alpha | 0.4857 | |||
| Sortino Ratio | 0.2467 | |||
| Treynor Ratio | (1.61) |
Bonei Hatichon Civil Backtested Returns
Bonei Hatichon appears to be very steady, given 3 months investment horizon. Bonei Hatichon Civil secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Bonei Hatichon Civil, which you can use to evaluate the volatility of the firm. Please makes use of Bonei Hatichon's Risk Adjusted Performance of 0.1764, mean deviation of 1.62, and Downside Deviation of 2.01 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bonei Hatichon holds a performance score of 16. The firm shows a Beta (market volatility) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bonei Hatichon are expected to decrease at a much lower rate. During the bear market, Bonei Hatichon is likely to outperform the market. Please check Bonei Hatichon's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Bonei Hatichon's price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Bonei Hatichon Civil has modest predictability. Overlapping area represents the amount of predictability between Bonei Hatichon time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 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 Bonei Hatichon Civil price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Bonei Hatichon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 376.6 K |
Bonei Hatichon Civil lagged returns against current returns
Autocorrelation, which is Bonei Hatichon 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 Bonei Hatichon's stock expected returns. We can calculate the autocorrelation of Bonei Hatichon returns to help us make a trade decision. For example, suppose you find that Bonei Hatichon 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 |
Bonei Hatichon 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 Bonei Hatichon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bonei Hatichon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bonei Hatichon stock over time.
Current vs Lagged Prices |
| Timeline |
Bonei Hatichon Lagged Returns
When evaluating Bonei Hatichon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bonei Hatichon stock have on its future price. Bonei Hatichon 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, Bonei Hatichon autocorrelation shows the relationship between Bonei Hatichon stock current value and its past values and can show if there is a momentum factor associated with investing in Bonei Hatichon Civil.
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 Bonei Stock
Bonei Hatichon financial ratios help investors to determine whether Bonei 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 Bonei with respect to the benefits of owning Bonei Hatichon security.