Israel Discount Bank Stock Market Value
| ISDAF Stock | USD 6.65 0.65 8.90% |
| Symbol | Israel |
Israel Discount '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 Israel Discount's otc 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 Israel Discount.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Israel Discount on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Israel Discount Bank or generate 0.0% return on investment in Israel Discount over 360 days. Israel Discount is related to or competes with Absa Group, Alpha Bank, Bangkok Bank, Bank Negara, Piraeus Bank, Akbank Turk, and Concordia Financial. Israel Discount Bank Limited, together with its subsidiaries, provides various banking and financial services in Israel,... More
Israel Discount 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 Israel Discount's otc 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 Israel Discount Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.56 |
Israel Discount Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel Discount's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Israel Discount's standard deviation. In reality, there are many statistical measures that can use Israel Discount historical prices to predict the future Israel Discount's volatility.| Risk Adjusted Performance | 0.0483 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.9982 |
Israel Discount Bank Backtested Returns
At this point, Israel Discount is very steady. Israel Discount Bank holds Efficiency (Sharpe) Ratio of 0.0746, which attests that the entity had a 0.0746 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Israel Discount Bank, which you can use to evaluate the volatility of the firm. Please check out Israel Discount's Market Risk Adjusted Performance of 1.01, risk adjusted performance of 0.0483, and Standard Deviation of 0.4908 to validate if the risk estimate we provide is consistent with the expected return of 0.0375%. Israel Discount has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0258, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Israel Discount's returns are expected to increase less than the market. However, during the bear market, the loss of holding Israel Discount is expected to be smaller as well. Israel Discount Bank right now retains a risk of 0.5%. Please check out Israel Discount kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Israel Discount will be following its current trending patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Israel Discount Bank has insignificant reverse predictability. Overlapping area represents the amount of predictability between Israel Discount time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th 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 Israel Discount Bank price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Israel Discount price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Israel Discount Bank lagged returns against current returns
Autocorrelation, which is Israel Discount otc 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 Israel Discount's otc stock expected returns. We can calculate the autocorrelation of Israel Discount returns to help us make a trade decision. For example, suppose you find that Israel Discount has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Israel Discount 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 Israel Discount otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Israel Discount otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Israel Discount otc stock over time.
Current vs Lagged Prices |
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Israel Discount Lagged Returns
When evaluating Israel Discount's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Israel Discount otc stock have on its future price. Israel Discount 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, Israel Discount autocorrelation shows the relationship between Israel Discount otc stock current value and its past values and can show if there is a momentum factor associated with investing in Israel Discount Bank.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Israel OTC Stock
Israel Discount financial ratios help investors to determine whether Israel OTC 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 Israel with respect to the benefits of owning Israel Discount security.