Bull Trading (Israel) Market Value
| BULL Stock | 6.50 0.30 4.84% |
| Symbol | Bull |
Bull Trading '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 Bull Trading'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 Bull Trading.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Bull Trading on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Bull Trading And or generate 0.0% return on investment in Bull Trading over 30 days. Bull Trading is related to or competes with Victory Supermarket, Abra Information, Multi Retail, Opko Health, Clal Biotechnology, and Terminal X. More
Bull Trading 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 Bull Trading'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 Bull Trading And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 60.89 | |||
| Value At Risk | (14.47) | |||
| Potential Upside | 8.57 |
Bull Trading Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bull Trading's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bull Trading's standard deviation. In reality, there are many statistical measures that can use Bull Trading historical prices to predict the future Bull Trading's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (2.62) | |||
| Treynor Ratio | 0.5856 |
Bull Trading And Backtested Returns
Bull Trading And secures Sharpe Ratio (or Efficiency) of -0.0474, which signifies that the company had a -0.0474% return per unit of risk over the last 3 months. Bull Trading And exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bull Trading's Standard Deviation of 11.68, mean deviation of 5.04, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.38, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bull Trading are expected to decrease by larger amounts. On the other hand, during market turmoil, Bull Trading is expected to outperform it. At this point, Bull Trading And has a negative expected return of -0.67%. Please make sure to confirm Bull Trading's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Bull Trading And performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Bull Trading And has below average predictability. Overlapping area represents the amount of predictability between Bull Trading 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 Bull Trading And price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Bull Trading price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bull Trading And lagged returns against current returns
Autocorrelation, which is Bull Trading 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 Bull Trading's stock expected returns. We can calculate the autocorrelation of Bull Trading returns to help us make a trade decision. For example, suppose you find that Bull Trading 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 |
Bull Trading 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 Bull Trading stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bull Trading stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bull Trading stock over time.
Current vs Lagged Prices |
| Timeline |
Bull Trading Lagged Returns
When evaluating Bull Trading's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bull Trading stock have on its future price. Bull Trading 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, Bull Trading autocorrelation shows the relationship between Bull Trading stock current value and its past values and can show if there is a momentum factor associated with investing in Bull Trading And.
Regressed Prices |
| Timeline |
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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 Bull Stock
Bull Trading financial ratios help investors to determine whether Bull 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 Bull with respect to the benefits of owning Bull Trading security.