Amos Luzon (Israel) Market Value
| LUZN Stock | ILS 475.90 2.20 0.46% |
| Symbol | Amos |
Amos Luzon '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 Amos Luzon'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 Amos Luzon.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Amos Luzon on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Amos Luzon Development or generate 0.0% return on investment in Amos Luzon over 360 days. Amos Luzon is related to or competes with Ashot Ashkelon, Cohen Dev, Oron Group, TAT Technologies, FMS Enterprises, Plasson Indus, and Palram. Amos Luzon Development and Energy Group Ltd, together with its subsidiaries, operates as a real estate development and c... More
Amos Luzon 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 Amos Luzon'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 Amos Luzon Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.3273 | |||
| Maximum Drawdown | 8.02 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 3.96 |
Amos Luzon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amos Luzon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amos Luzon's standard deviation. In reality, there are many statistical measures that can use Amos Luzon historical prices to predict the future Amos Luzon's volatility.| Risk Adjusted Performance | 0.2793 | |||
| Jensen Alpha | 0.607 | |||
| Total Risk Alpha | 0.3992 | |||
| Sortino Ratio | 0.4192 | |||
| Treynor Ratio | 2.4 |
Amos Luzon Development Backtested Returns
Amos Luzon appears to be very steady, given 3 months investment horizon. Amos Luzon Development secures Sharpe Ratio (or Efficiency) of 0.34, which signifies that the company had a 0.34 % return per unit of risk over the last 3 months. By analyzing Amos Luzon's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Amos Luzon's Risk Adjusted Performance of 0.2793, mean deviation of 1.24, and Downside Deviation of 1.27 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amos Luzon holds a performance score of 27. The firm shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amos Luzon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amos Luzon is expected to be smaller as well. Please check Amos Luzon's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Amos Luzon's price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Amos Luzon Development has below average predictability. Overlapping area represents the amount of predictability between Amos Luzon time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Amos Luzon Development price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Amos Luzon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 3360.25 |
Amos Luzon Development lagged returns against current returns
Autocorrelation, which is Amos Luzon 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 Amos Luzon's stock expected returns. We can calculate the autocorrelation of Amos Luzon returns to help us make a trade decision. For example, suppose you find that Amos Luzon 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 |
Amos Luzon 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 Amos Luzon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amos Luzon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amos Luzon stock over time.
Current vs Lagged Prices |
| Timeline |
Amos Luzon Lagged Returns
When evaluating Amos Luzon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amos Luzon stock have on its future price. Amos Luzon 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, Amos Luzon autocorrelation shows the relationship between Amos Luzon stock current value and its past values and can show if there is a momentum factor associated with investing in Amos Luzon Development.
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 Amos Stock
Amos Luzon financial ratios help investors to determine whether Amos 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 Amos with respect to the benefits of owning Amos Luzon security.