Modiin Energy (Israel) Market Value
| MDIN Stock | 70.10 3.90 5.89% |
| Symbol | Modiin |
Modiin Energy '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 Modiin Energy'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 Modiin Energy.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Modiin Energy on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Modiin Energy Limited Partnership or generate 0.0% return on investment in Modiin Energy over 30 days. Modiin Energy is related to or competes with Tigi, Ratio Petroleum, and Petrotx. More
Modiin Energy 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 Modiin Energy'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 Modiin Energy Limited Partnership upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 17.29 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 4.17 |
Modiin Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Modiin Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Modiin Energy's standard deviation. In reality, there are many statistical measures that can use Modiin Energy historical prices to predict the future Modiin Energy's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.10) | |||
| Treynor Ratio | (3.19) |
Modiin Energy Limited Backtested Returns
Modiin Energy Limited has Sharpe Ratio of -0.25, which conveys that the firm had a -0.25 % return per unit of risk over the last 3 months. Modiin Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Modiin Energy's Mean Deviation of 1.72, standard deviation of 2.74, and Risk Adjusted Performance of (0.16) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Modiin Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Modiin Energy is expected to be smaller as well. At this point, Modiin Energy Limited has a negative expected return of -0.75%. Please make sure to verify Modiin Energy's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Modiin Energy Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Modiin Energy Limited Partnership has very weak reverse predictability. Overlapping area represents the amount of predictability between Modiin Energy time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Modiin Energy Limited price movement. The serial correlation of -0.01 indicates that just 1.0% of current Modiin Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.78 |
Modiin Energy Limited lagged returns against current returns
Autocorrelation, which is Modiin Energy 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 Modiin Energy's stock expected returns. We can calculate the autocorrelation of Modiin Energy returns to help us make a trade decision. For example, suppose you find that Modiin Energy 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 |
Modiin Energy 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 Modiin Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Modiin Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Modiin Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Modiin Energy Lagged Returns
When evaluating Modiin Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Modiin Energy stock have on its future price. Modiin Energy 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, Modiin Energy autocorrelation shows the relationship between Modiin Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Modiin Energy Limited Partnership.
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 Modiin Stock
Modiin Energy financial ratios help investors to determine whether Modiin 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 Modiin with respect to the benefits of owning Modiin Energy security.