Ai Conversation (Israel) Market Value
| FVT Stock | ILS 485.00 24.20 5.25% |
| Symbol | FVT |
Ai Conversation '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 Ai Conversation'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 Ai Conversation.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Ai Conversation on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Ai Conversation Systems or generate 0.0% return on investment in Ai Conversation over 720 days. Ai Conversation is related to or competes with Automatic Bank, EN Shoham, Rapac Communication, and Tadiran Hldg. Formula Vision Technologies Ltd., through its subsidiaries, engages in the development, production, and marketing of int... More
Ai Conversation 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 Ai Conversation'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 Ai Conversation Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.76 | |||
| Information Ratio | 0.1196 | |||
| Maximum Drawdown | 1908.63 | |||
| Value At Risk | (7.21) | |||
| Potential Upside | 9.47 |
Ai Conversation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ai Conversation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ai Conversation's standard deviation. In reality, there are many statistical measures that can use Ai Conversation historical prices to predict the future Ai Conversation's volatility.| Risk Adjusted Performance | 0.1018 | |||
| Jensen Alpha | 25.65 | |||
| Total Risk Alpha | (8.23) | |||
| Sortino Ratio | 3.19 | |||
| Treynor Ratio | 1.36 |
Ai Conversation Systems Backtested Returns
Ai Conversation Systems retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the company had a -0.11% return per unit of price deviation over the last 3 months. Ai Conversation exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ai Conversation's Market Risk Adjusted Performance of 1.37, variance of 54786.28, and Standard Deviation of 234.06 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 20.67, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ai Conversation will likely underperform. At this point, Ai Conversation Systems has a negative expected return of -0.59%. Please make sure to confirm Ai Conversation's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Ai Conversation Systems performance from the past will be repeated at some future date.
Auto-correlation | 0.20 |
Weak predictability
Ai Conversation Systems has weak predictability. Overlapping area represents the amount of predictability between Ai Conversation time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ai Conversation Systems price movement. The serial correlation of 0.2 indicates that over 20.0% of current Ai Conversation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 74.1 K |
Ai Conversation Systems lagged returns against current returns
Autocorrelation, which is Ai Conversation 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 Ai Conversation's stock expected returns. We can calculate the autocorrelation of Ai Conversation returns to help us make a trade decision. For example, suppose you find that Ai Conversation 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 |
Ai Conversation 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 Ai Conversation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ai Conversation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ai Conversation stock over time.
Current vs Lagged Prices |
| Timeline |
Ai Conversation Lagged Returns
When evaluating Ai Conversation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ai Conversation stock have on its future price. Ai Conversation 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, Ai Conversation autocorrelation shows the relationship between Ai Conversation stock current value and its past values and can show if there is a momentum factor associated with investing in Ai Conversation Systems.
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 FVT Stock
Ai Conversation financial ratios help investors to determine whether FVT 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 FVT with respect to the benefits of owning Ai Conversation security.