GavYam Lands (Israel) Market Value
| GVYM Stock | 3,104 120.00 4.02% |
| Symbol | GavYam |
GavYam Lands '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 GavYam Lands' 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 GavYam Lands.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in GavYam Lands on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding GavYam Lands Corp or generate 0.0% return on investment in GavYam Lands over 570 days. GavYam Lands is related to or competes with Ybox Real, Brainsway, Mivne Real, Photomyne, Israel Land, and Bezeq Israeli. More
GavYam Lands 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 GavYam Lands' 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 GavYam Lands Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0105 | |||
| Maximum Drawdown | 7.25 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 2.72 |
GavYam Lands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GavYam Lands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GavYam Lands' standard deviation. In reality, there are many statistical measures that can use GavYam Lands historical prices to predict the future GavYam Lands' volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.1234 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 1.46 |
GavYam Lands Corp Backtested Returns
At this point, GavYam Lands is very steady. GavYam Lands Corp holds Efficiency (Sharpe) Ratio of 0.0732, which attests that the entity had a 0.0732% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for GavYam Lands Corp, which you can use to evaluate the volatility of the firm. Please check out GavYam Lands' Market Risk Adjusted Performance of 1.47, downside deviation of 1.18, and Risk Adjusted Performance of 0.0782 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. GavYam Lands has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0923, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GavYam Lands' returns are expected to increase less than the market. However, during the bear market, the loss of holding GavYam Lands is expected to be smaller as well. GavYam Lands Corp right now retains a risk of 1.44%. Please check out GavYam Lands maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if GavYam Lands will be following its current trending patterns.
Auto-correlation | 0.53 |
Modest predictability
GavYam Lands Corp has modest predictability. Overlapping area represents the amount of predictability between GavYam Lands time series from 7th of May 2023 to 16th of February 2024 and 16th of February 2024 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 GavYam Lands Corp price movement. The serial correlation of 0.53 indicates that about 53.0% of current GavYam Lands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 43.7 K |
GavYam Lands Corp lagged returns against current returns
Autocorrelation, which is GavYam Lands 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 GavYam Lands' stock expected returns. We can calculate the autocorrelation of GavYam Lands returns to help us make a trade decision. For example, suppose you find that GavYam Lands 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 |
GavYam Lands 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 GavYam Lands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GavYam Lands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GavYam Lands stock over time.
Current vs Lagged Prices |
| Timeline |
GavYam Lands Lagged Returns
When evaluating GavYam Lands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GavYam Lands stock have on its future price. GavYam Lands 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, GavYam Lands autocorrelation shows the relationship between GavYam Lands stock current value and its past values and can show if there is a momentum factor associated with investing in GavYam Lands Corp.
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 GavYam Stock
GavYam Lands financial ratios help investors to determine whether GavYam 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 GavYam with respect to the benefits of owning GavYam Lands security.