E M (Israel) Market Value
| EMCO Stock | ILS 1,003 7.00 0.69% |
| Symbol | EMCO |
E M '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 E M'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 E M.
| 04/08/2023 |
| 02/26/2025 |
If you would invest 0.00 in E M on April 8, 2023 and sell it all today you would earn a total of 0.00 from holding E M Computing or generate 0.0% return on investment in E M over 690 days. E M is related to or competes with Intercure, Malam Team, Danel, Hilan, and Matrix. E M Computing Ltd. provides data-center, cloud, and information technology solutions in Israel More
E M 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 E M'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 E M Computing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.1769 | |||
| Maximum Drawdown | 10.49 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 3.32 |
E M Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for E M's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E M's standard deviation. In reality, there are many statistical measures that can use E M historical prices to predict the future E M's volatility.| Risk Adjusted Performance | 0.142 | |||
| Jensen Alpha | 0.3334 | |||
| Total Risk Alpha | 0.3216 | |||
| Sortino Ratio | 0.2102 | |||
| Treynor Ratio | 2.44 |
E M Computing Backtested Returns
At this point, E M is very steady. E M Computing secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for E M Computing, which you can use to evaluate the volatility of the entity. Please confirm E M's Semi Deviation of 1.12, mean deviation of 1.38, and Downside Deviation of 1.57 to check if the risk estimate we provide is consistent with the expected return of 0.19%. E M has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, E M's returns are expected to increase less than the market. However, during the bear market, the loss of holding E M is expected to be smaller as well. E M Computing today shows a risk of 1.79%. Please confirm E M Computing total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if E M Computing will be following its price patterns.
Auto-correlation | 0.64 |
Good predictability
E M Computing has good predictability. Overlapping area represents the amount of predictability between E M time series from 8th of April 2023 to 18th of March 2024 and 18th of March 2024 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 E M Computing price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current E M price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 4735.74 |
E M Computing lagged returns against current returns
Autocorrelation, which is E M 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 E M's stock expected returns. We can calculate the autocorrelation of E M returns to help us make a trade decision. For example, suppose you find that E M 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 |
E M 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 E M stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E M stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E M stock over time.
Current vs Lagged Prices |
| Timeline |
E M Lagged Returns
When evaluating E M's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of E M stock have on its future price. E M 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, E M autocorrelation shows the relationship between E M stock current value and its past values and can show if there is a momentum factor associated with investing in E M Computing.
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 EMCO Stock
E M financial ratios help investors to determine whether EMCO 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 EMCO with respect to the benefits of owning E M security.