Lahav LR (Israel) Market Value
| LAHAV Stock | ILS 462.90 3.80 0.83% |
| Symbol | Lahav |
Lahav LR '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 Lahav LR'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 Lahav LR.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Lahav LR on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Lahav LR Real or generate 0.0% return on investment in Lahav LR over 180 days. Lahav LR is related to or competes with Nextage Therapeutics, Israel China, Gold Bond, Overseas Commerce, Inbar Group, Big Tech, and Plaza Centers. Lahav LR Real Estate Ltd. engages in the real estate investment and renewable green energy businesses in Israel and Germ... More
Lahav LR 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 Lahav LR'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 Lahav LR Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.1834 | |||
| Maximum Drawdown | 8.8 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 4.14 |
Lahav LR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lahav LR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lahav LR's standard deviation. In reality, there are many statistical measures that can use Lahav LR historical prices to predict the future Lahav LR's volatility.| Risk Adjusted Performance | 0.1986 | |||
| Jensen Alpha | 0.4998 | |||
| Total Risk Alpha | 0.1609 | |||
| Sortino Ratio | 0.2162 | |||
| Treynor Ratio | (28.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lahav LR's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lahav LR Real Backtested Returns
Lahav LR appears to be very steady, given 3 months investment horizon. Lahav LR Real has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3% return per unit of risk over the last 3 months. By analyzing Lahav LR's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please exercise Lahav LR's Risk Adjusted Performance of 0.1986, mean deviation of 1.58, and Downside Deviation of 1.71 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lahav LR holds a performance score of 23. The company secures a Beta (Market Risk) of -0.0174, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lahav LR are expected to decrease at a much lower rate. During the bear market, Lahav LR is likely to outperform the market. Please check Lahav LR's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Lahav LR's current price movements will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Lahav LR Real has virtually no predictability. Overlapping area represents the amount of predictability between Lahav LR time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Lahav LR Real price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Lahav LR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1007.9 |
Lahav LR Real lagged returns against current returns
Autocorrelation, which is Lahav LR 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 Lahav LR's stock expected returns. We can calculate the autocorrelation of Lahav LR returns to help us make a trade decision. For example, suppose you find that Lahav LR 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 |
Lahav LR 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 Lahav LR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lahav LR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lahav LR stock over time.
Current vs Lagged Prices |
| Timeline |
Lahav LR Lagged Returns
When evaluating Lahav LR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lahav LR stock have on its future price. Lahav LR 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, Lahav LR autocorrelation shows the relationship between Lahav LR stock current value and its past values and can show if there is a momentum factor associated with investing in Lahav LR Real.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lahav Stock Analysis
When running Lahav LR's price analysis, check to measure Lahav LR's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lahav LR is operating at the current time. Most of Lahav LR's value examination focuses on studying past and present price action to predict the probability of Lahav LR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lahav LR's price. Additionally, you may evaluate how the addition of Lahav LR to your portfolios can decrease your overall portfolio volatility.