Delta Israel (Israel) Market Value
| DLTI Stock | ILA 13,120 230.00 1.78% |
| Symbol | Delta |
Delta 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 Delta Israel'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 Delta Israel.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Delta Israel on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Delta Israel Brands or generate 0.0% return on investment in Delta Israel over 30 days. Delta Israel is related to or competes with Delek Automotive, Castro, Max Stock, Issta Lines, Fox Wizel, Duniec, and Rotshtein. Delta Israel Brands Ltd. engages in the design, marketing, and sale of clothing and lingerie products in Israel More
Delta 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 Delta Israel'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 Delta Israel Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.1717 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 4.79 |
Delta Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delta Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delta Israel's standard deviation. In reality, there are many statistical measures that can use Delta Israel historical prices to predict the future Delta Israel's volatility.| Risk Adjusted Performance | 0.166 | |||
| Jensen Alpha | 0.4645 | |||
| Total Risk Alpha | 0.2124 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | 2.68 |
Delta Israel Brands Backtested Returns
Delta Israel appears to be very steady, given 3 months investment horizon. Delta Israel Brands secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Delta Israel Brands, which you can use to evaluate the volatility of the firm. Please utilize Delta Israel's Downside Deviation of 2.68, mean deviation of 1.71, and Coefficient Of Variation of 467.11 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Delta Israel holds a performance score of 16. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Delta Israel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delta Israel is expected to be smaller as well. Please check Delta Israel's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Delta Israel's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
Delta Israel Brands has very weak reverse predictability. Overlapping area represents the amount of predictability between Delta Israel time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Delta Israel Brands price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Delta Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 207 K |
Delta Israel Brands lagged returns against current returns
Autocorrelation, which is Delta Israel 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 Delta Israel's stock expected returns. We can calculate the autocorrelation of Delta Israel returns to help us make a trade decision. For example, suppose you find that Delta Israel 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 |
Delta 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 Delta Israel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delta Israel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delta Israel stock over time.
Current vs Lagged Prices |
| Timeline |
Delta Israel Lagged Returns
When evaluating Delta Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delta Israel stock have on its future price. Delta 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, Delta Israel autocorrelation shows the relationship between Delta Israel stock current value and its past values and can show if there is a momentum factor associated with investing in Delta Israel Brands.
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 Delta Stock
Delta Israel financial ratios help investors to determine whether Delta 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 Delta with respect to the benefits of owning Delta Israel security.