Intergama (Israel) Market Value
| INTR Stock | ILS 7,900 41.00 0.52% |
| Symbol | Intergama |
Intergama '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 Intergama'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 Intergama.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Intergama on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Intergama or generate 0.0% return on investment in Intergama over 30 days. Intergama is related to or competes with Ludan Engineering, Aran Research, Levinski Ofer, Amanet Management, Lesico, Vision Sigma, and Lachish. Inter-Gamma Investment Company Ltd., through its subsidiaries, operates in the fuel management and fuel stations infrast... More
Intergama 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 Intergama'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 Intergama upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 8.47 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 1.8 |
Intergama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intergama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intergama's standard deviation. In reality, there are many statistical measures that can use Intergama historical prices to predict the future Intergama's volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 0.1423 | |||
| Total Risk Alpha | 0.0152 | |||
| Treynor Ratio | (0.88) |
Intergama Backtested Returns
Intergama holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had a -0.19 % return per unit of risk over the last 3 months. Intergama exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intergama's Risk Adjusted Performance of 0.0951, market risk adjusted performance of (0.87), and Standard Deviation of 1.08 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intergama are expected to decrease at a much lower rate. During the bear market, Intergama is likely to outperform the market. At this point, Intergama has a negative expected return of -0.1%. Please make sure to check out Intergama's maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if Intergama performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Intergama has insignificant reverse predictability. Overlapping area represents the amount of predictability between Intergama time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Intergama price movement. The serial correlation of -0.16 indicates that over 16.0% of current Intergama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 290.54 |
Intergama lagged returns against current returns
Autocorrelation, which is Intergama 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 Intergama's stock expected returns. We can calculate the autocorrelation of Intergama returns to help us make a trade decision. For example, suppose you find that Intergama 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 |
Intergama 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 Intergama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intergama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intergama stock over time.
Current vs Lagged Prices |
| Timeline |
Intergama Lagged Returns
When evaluating Intergama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intergama stock have on its future price. Intergama 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, Intergama autocorrelation shows the relationship between Intergama stock current value and its past values and can show if there is a momentum factor associated with investing in Intergama.
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 Intergama Stock
Intergama financial ratios help investors to determine whether Intergama 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 Intergama with respect to the benefits of owning Intergama security.