Bram Indus (Israel) Market Value
| BRAM Stock | ILA 164.90 9.00 5.18% |
| Symbol | Bram |
Bram Indus '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 Bram Indus' 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 Bram Indus.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Bram Indus on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Bram Indus or generate 0.0% return on investment in Bram Indus over 30 days. Bram Indus is related to or competes with Harel Insurance, Ram On, IDI Insurance, ICL Israel, Feat Fund, Migdal Insurance, and Sure Tech. Bram Industries Ltd., through its subsidiaries, engages in the development, production, and marketing of plastic product... More
Bram Indus 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 Bram Indus' 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 Bram Indus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.0635 | |||
| Maximum Drawdown | 27.11 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 5.34 |
Bram Indus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bram Indus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bram Indus' standard deviation. In reality, there are many statistical measures that can use Bram Indus historical prices to predict the future Bram Indus' volatility.| Risk Adjusted Performance | 0.0577 | |||
| Jensen Alpha | 0.2257 | |||
| Total Risk Alpha | 0.2018 | |||
| Sortino Ratio | 0.0761 | |||
| Treynor Ratio | (1.99) |
Bram Indus Backtested Returns
At this point, Bram Indus is very steady. Bram Indus secures Sharpe Ratio (or Efficiency) of 0.0485, which signifies that the company had a 0.0485 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Bram Indus, which you can use to evaluate the volatility of the firm. Please confirm Bram Indus' mean deviation of 1.8, and Risk Adjusted Performance of 0.0577 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Bram Indus has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bram Indus are expected to decrease at a much lower rate. During the bear market, Bram Indus is likely to outperform the market. Bram Indus right now shows a risk of 3.67%. Please confirm Bram Indus market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Bram Indus will be following its price patterns.
Auto-correlation | 0.30 |
Below average predictability
Bram Indus has below average predictability. Overlapping area represents the amount of predictability between Bram Indus time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 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 Bram Indus price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Bram Indus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 31.49 |
Bram Indus lagged returns against current returns
Autocorrelation, which is Bram Indus 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 Bram Indus' stock expected returns. We can calculate the autocorrelation of Bram Indus returns to help us make a trade decision. For example, suppose you find that Bram Indus 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 |
Bram Indus 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 Bram Indus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bram Indus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bram Indus stock over time.
Current vs Lagged Prices |
| Timeline |
Bram Indus Lagged Returns
When evaluating Bram Indus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bram Indus stock have on its future price. Bram Indus 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, Bram Indus autocorrelation shows the relationship between Bram Indus stock current value and its past values and can show if there is a momentum factor associated with investing in Bram Indus.
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 Bram Stock
Bram Indus financial ratios help investors to determine whether Bram 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 Bram with respect to the benefits of owning Bram Indus security.