Bezeq Corp Stock Market Value
| BZQIY Stock | USD 7.03 0.00 0.00% |
| Symbol | Bezeq |
Bezeq Corp '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 Corp'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 Corp.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Bezeq Corp on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Bezeq Corp or generate 0.0% return on investment in Bezeq Corp over 180 days. Bezeq Corp is related to or competes with MTN Group, XL Axiata, Telenor ASA, KT, Vodacom Group, and Tele2 AB. Bezeq The Israel Telecommunication Corporation Limited provides communications services to business and private customer... More
Bezeq Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0859 | |||
| Maximum Drawdown | 26.62 |
Bezeq Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bezeq Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bezeq Corp's standard deviation. In reality, there are many statistical measures that can use Bezeq Corp historical prices to predict the future Bezeq Corp's volatility.| Risk Adjusted Performance | 0.1059 | |||
| Jensen Alpha | 0.3926 | |||
| Total Risk Alpha | 0.0223 | |||
| Treynor Ratio | (0.91) |
Bezeq Corp Backtested Returns
Bezeq Corp appears to be slightly risky, given 3 months investment horizon. Bezeq Corp secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Bezeq Corp, which you can use to evaluate the volatility of the firm. Please makes use of Bezeq Corp's Standard Deviation of 3.11, mean deviation of 0.7548, and Risk Adjusted Performance of 0.1059 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bezeq Corp holds a performance score of 9. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bezeq Corp are expected to decrease at a much lower rate. During the bear market, Bezeq Corp is likely to outperform the market. Please check Bezeq Corp's market risk adjusted performance, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to make a quick decision on whether Bezeq Corp's price patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Bezeq Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Bezeq Corp time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st 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 Bezeq Corp price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Bezeq Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Bezeq Corp lagged returns against current returns
Autocorrelation, which is Bezeq Corp 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 Corp's pink sheet expected returns. We can calculate the autocorrelation of Bezeq Corp returns to help us make a trade decision. For example, suppose you find that Bezeq Corp 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 Corp 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 Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bezeq Corp 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 Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bezeq Corp Lagged Returns
When evaluating Bezeq Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bezeq Corp pink sheet have on its future price. Bezeq Corp 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 Corp autocorrelation shows the relationship between Bezeq Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bezeq Corp.
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.Additional Tools for Bezeq Pink Sheet Analysis
When running Bezeq Corp's price analysis, check to measure Bezeq Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bezeq Corp is operating at the current time. Most of Bezeq Corp's value examination focuses on studying past and present price action to predict the probability of Bezeq Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bezeq Corp's price. Additionally, you may evaluate how the addition of Bezeq Corp to your portfolios can decrease your overall portfolio volatility.