Elbit Med (Israel) Market Value
| EMTC Stock | ILS 23.50 1.00 4.44% |
| Symbol | Elbit |
Elbit Med '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 Elbit Med'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 Elbit Med.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Elbit Med on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Elbit Med Tech or generate 0.0% return on investment in Elbit Med over 30 days. Elbit Med is related to or competes with Batm Advanced, Feat Fund, Rapac Communication, Sure Tech, Amot Investments, Skyline Investments, and Hiron Trade. Elbit Medical Technologies Ltd engages in biomedical business More
Elbit Med 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 Elbit Med'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 Elbit Med Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.86 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 31.14 | |||
| Value At Risk | (8.18) | |||
| Potential Upside | 11.73 |
Elbit Med Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elbit Med's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elbit Med's standard deviation. In reality, there are many statistical measures that can use Elbit Med historical prices to predict the future Elbit Med's volatility.| Risk Adjusted Performance | 0.0844 | |||
| Jensen Alpha | 0.5626 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0678 | |||
| Treynor Ratio | (3.48) |
Elbit Med Tech Backtested Returns
Elbit Med appears to be somewhat reliable, given 3 months investment horizon. Elbit Med Tech secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of standard deviation over the last 3 months. By reviewing Elbit Med's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize Elbit Med's Semi Deviation of 3.3, mean deviation of 2.93, and Downside Deviation of 6.86 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Elbit Med holds a performance score of 9. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Elbit Med are expected to decrease at a much lower rate. During the bear market, Elbit Med is likely to outperform the market. Please check Elbit Med's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Elbit Med's price patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Elbit Med Tech has very good predictability. Overlapping area represents the amount of predictability between Elbit Med 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 Elbit Med Tech price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Elbit Med price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Elbit Med Tech lagged returns against current returns
Autocorrelation, which is Elbit Med 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 Elbit Med's stock expected returns. We can calculate the autocorrelation of Elbit Med returns to help us make a trade decision. For example, suppose you find that Elbit Med 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 |
Elbit Med 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 Elbit Med stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Elbit Med stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Elbit Med stock over time.
Current vs Lagged Prices |
| Timeline |
Elbit Med Lagged Returns
When evaluating Elbit Med's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Elbit Med stock have on its future price. Elbit Med 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, Elbit Med autocorrelation shows the relationship between Elbit Med stock current value and its past values and can show if there is a momentum factor associated with investing in Elbit Med Tech.
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 Elbit Stock
Elbit Med financial ratios help investors to determine whether Elbit 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 Elbit with respect to the benefits of owning Elbit Med security.