Flying Spark (Israel) Market Value
| FLYS Stock | ILA 36.70 1.90 4.92% |
| Symbol | Flying |
Flying Spark '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 Flying Spark'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 Flying Spark.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Flying Spark on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Flying Spark or generate 0.0% return on investment in Flying Spark over 570 days. Flying Spark is related to or competes with Identi Healthcare, G Willi, Internet Gold, Magic Software, Elbit Medical, and Opko Health. The Flying Spark Ltd produces protein powder from fruit fly larvae More
Flying Spark 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 Flying Spark'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 Flying Spark upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.94 | |||
| Information Ratio | 0.0165 | |||
| Maximum Drawdown | 109.34 | |||
| Value At Risk | (10.14) | |||
| Potential Upside | 5.35 |
Flying Spark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flying Spark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flying Spark's standard deviation. In reality, there are many statistical measures that can use Flying Spark historical prices to predict the future Flying Spark's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | 0.3012 | |||
| Total Risk Alpha | (0.75) | |||
| Sortino Ratio | 0.0242 | |||
| Treynor Ratio | (0.31) |
Flying Spark Backtested Returns
At this point, Flying Spark is somewhat reliable. Flying Spark secures Sharpe Ratio (or Efficiency) of 0.014, which denotes the company had a 0.014 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Flying Spark, which you can use to evaluate the volatility of the firm. Please confirm Flying Spark's Downside Deviation of 7.94, coefficient of variation of 4435.67, and Mean Deviation of 4.59 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Flying Spark has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.81, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Flying Spark are expected to decrease at a much lower rate. During the bear market, Flying Spark is likely to outperform the market. Flying Spark right now shows a risk of 13.48%. Please confirm Flying Spark value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Flying Spark will be following its price patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Flying Spark has insignificant predictability. Overlapping area represents the amount of predictability between Flying Spark time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Flying Spark price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Flying Spark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 77.59 |
Flying Spark lagged returns against current returns
Autocorrelation, which is Flying Spark 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 Flying Spark's stock expected returns. We can calculate the autocorrelation of Flying Spark returns to help us make a trade decision. For example, suppose you find that Flying Spark 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 |
Flying Spark 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 Flying Spark stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flying Spark stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flying Spark stock over time.
Current vs Lagged Prices |
| Timeline |
Flying Spark Lagged Returns
When evaluating Flying Spark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flying Spark stock have on its future price. Flying Spark 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, Flying Spark autocorrelation shows the relationship between Flying Spark stock current value and its past values and can show if there is a momentum factor associated with investing in Flying Spark.
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 Flying Stock
Flying Spark financial ratios help investors to determine whether Flying 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 Flying with respect to the benefits of owning Flying Spark security.