Mishorim Real (Israel) Market Value
| MSHR Stock | ILS 704.80 11.40 1.64% |
| Symbol | Mishorim |
Mishorim Real '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 Mishorim Real'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 Mishorim Real.
| 10/10/2023 |
| 12/03/2024 |
If you would invest 0.00 in Mishorim Real on October 10, 2023 and sell it all today you would earn a total of 0.00 from holding Mishorim Real Estate or generate 0.0% return on investment in Mishorim Real over 420 days. Mishorim Real is related to or competes with Nextage Therapeutics, Israel China, Gold Bond, Overseas Commerce, Inbar Group, Big Tech, and Plaza Centers. Mishorim Real Estate Investments Ltd engages in the investment, development, rental, and sale of real estate assets, hot... More
Mishorim Real 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 Mishorim Real'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 Mishorim Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.64 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 3.4 |
Mishorim Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mishorim Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mishorim Real's standard deviation. In reality, there are many statistical measures that can use Mishorim Real historical prices to predict the future Mishorim Real's volatility.| Risk Adjusted Performance | 0.0282 | |||
| Jensen Alpha | 0.0221 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2258 |
Mishorim Real Estate Backtested Returns
At this point, Mishorim Real is very steady. Mishorim Real Estate has Sharpe Ratio of 0.0359, which conveys that the firm had a 0.0359% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mishorim Real, which you can use to evaluate the volatility of the firm. Please verify Mishorim Real's Mean Deviation of 1.33, risk adjusted performance of 0.0282, and Downside Deviation of 1.88 to check out if the risk estimate we provide is consistent with the expected return of 0.0706%. Mishorim Real has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mishorim Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mishorim Real is expected to be smaller as well. Mishorim Real Estate right now secures a risk of 1.97%. Please verify Mishorim Real Estate maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Mishorim Real Estate will be following its current price movements.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Mishorim Real Estate has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mishorim Real time series from 10th of October 2023 to 7th of May 2024 and 7th of May 2024 to 3rd 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 Mishorim Real Estate price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Mishorim Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 369.54 |
Mishorim Real Estate lagged returns against current returns
Autocorrelation, which is Mishorim Real 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 Mishorim Real's stock expected returns. We can calculate the autocorrelation of Mishorim Real returns to help us make a trade decision. For example, suppose you find that Mishorim Real 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 |
Mishorim Real 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 Mishorim Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mishorim Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mishorim Real stock over time.
Current vs Lagged Prices |
| Timeline |
Mishorim Real Lagged Returns
When evaluating Mishorim Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mishorim Real stock have on its future price. Mishorim Real 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, Mishorim Real autocorrelation shows the relationship between Mishorim Real stock current value and its past values and can show if there is a momentum factor associated with investing in Mishorim Real Estate.
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 Mishorim Stock
Mishorim Real financial ratios help investors to determine whether Mishorim 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 Mishorim with respect to the benefits of owning Mishorim Real security.