Malam Team (Israel) Market Value
| MLTM Stock | ILS 7,922 72.00 0.92% |
| Symbol | Malam |
Malam Team '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 Malam Team'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 Malam Team.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Malam Team on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Malam Team or generate 0.0% return on investment in Malam Team over 30 days. Malam Team is related to or competes with Hilan, Matrix, Danel, Electra Co, and One Software. Malam - Team Ltd provides information technology services in Israel More
Malam Team 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 Malam Team'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 Malam Team upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.1343 | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.6 |
Malam Team Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malam Team's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malam Team's standard deviation. In reality, there are many statistical measures that can use Malam Team historical prices to predict the future Malam Team's volatility.| Risk Adjusted Performance | 0.1508 | |||
| Jensen Alpha | 0.4267 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.1547 | |||
| Treynor Ratio | 2.89 |
Malam Team Backtested Returns
Malam Team appears to be very steady, given 3 months investment horizon. Malam Team has Sharpe Ratio of 0.33, which conveys that the firm had a 0.33% return per unit of risk over the last 3 months. By analyzing Malam Team's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please exercise Malam Team's Mean Deviation of 1.71, downside deviation of 2.1, and Risk Adjusted Performance of 0.1508 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Malam Team holds a performance score of 25. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Malam Team's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malam Team is expected to be smaller as well. Please check Malam Team's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Malam Team's current price movements will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Malam Team has modest reverse predictability. Overlapping area represents the amount of predictability between Malam Team time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 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 Malam Team price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Malam Team price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 508.3 K |
Malam Team lagged returns against current returns
Autocorrelation, which is Malam Team 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 Malam Team's stock expected returns. We can calculate the autocorrelation of Malam Team returns to help us make a trade decision. For example, suppose you find that Malam Team 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 |
Malam Team 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 Malam Team stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malam Team stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malam Team stock over time.
Current vs Lagged Prices |
| Timeline |
Malam Team Lagged Returns
When evaluating Malam Team's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malam Team stock have on its future price. Malam Team 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, Malam Team autocorrelation shows the relationship between Malam Team stock current value and its past values and can show if there is a momentum factor associated with investing in Malam Team.
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 Malam Stock
Malam Team financial ratios help investors to determine whether Malam 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 Malam with respect to the benefits of owning Malam Team security.