Bezeq The Israel Stock Market Value
| BZQIF Stock | USD 1.08 0.00 0.00% |
| Symbol | Bezeq |
Bezeq Israel '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 Bezeq Israel's pink sheet 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 Bezeq Israel.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Bezeq Israel on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Bezeq The Israel or generate 0.0% return on investment in Bezeq Israel over 30 days. Bezeq Israel is related to or competes with KT, Cable One, Millicom International, and Liberty Latin. Bezeq The Israel Telecommunication Corporation Limited provides communications services to business and private customer... More
Bezeq Israel 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 Bezeq Israel's pink sheet 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 Bezeq The Israel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 5.59 |
Bezeq Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bezeq Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bezeq Israel's standard deviation. In reality, there are many statistical measures that can use Bezeq Israel historical prices to predict the future Bezeq Israel's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.6999 |
Bezeq The Israel Backtested Returns
Bezeq The Israel secures Sharpe Ratio (or Efficiency) of -0.0577, which signifies that the company had a -0.0577% return per unit of risk over the last 3 months. Bezeq The Israel exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bezeq Israel's Standard Deviation of 0.694, mean deviation of 0.1891, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0702, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bezeq Israel are expected to decrease at a much lower rate. During the bear market, Bezeq Israel is likely to outperform the market. At this point, Bezeq The Israel has a negative expected return of -0.041%. Please make sure to confirm Bezeq Israel's variance, as well as the relationship between the skewness and day typical price , to decide if Bezeq The Israel performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Bezeq The Israel has no correlation between past and present. Overlapping area represents the amount of predictability between Bezeq Israel time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Bezeq The Israel price movement. The serial correlation of 0.0 indicates that just 0.0% of current Bezeq Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bezeq The Israel lagged returns against current returns
Autocorrelation, which is Bezeq Israel pink sheet'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 Bezeq Israel's pink sheet expected returns. We can calculate the autocorrelation of Bezeq Israel returns to help us make a trade decision. For example, suppose you find that Bezeq Israel has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bezeq Israel 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 Bezeq Israel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bezeq Israel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bezeq Israel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bezeq Israel Lagged Returns
When evaluating Bezeq Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bezeq Israel pink sheet have on its future price. Bezeq Israel 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, Bezeq Israel autocorrelation shows the relationship between Bezeq Israel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bezeq The Israel.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bezeq Pink Sheet
Bezeq Israel financial ratios help investors to determine whether Bezeq Pink Sheet 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 Bezeq with respect to the benefits of owning Bezeq Israel security.