Value Capital (Israel) Market Value
| PLTF Stock | ILS 22.00 0.10 0.46% |
| Symbol | Value |
Value Capital '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 Value Capital'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 Value Capital.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Value Capital on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Value Capital One or generate 0.0% return on investment in Value Capital over 30 days. Value Capital is related to or competes with Ormat Technologies, Nrgene Technologies, Israel China, Unicorn Technologies, Sarine Technologies, and Imed Infinity. Financial Services Ltd provides check discounting services to small and medium-sized businesses in Israel More
Value Capital 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 Value Capital'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 Value Capital One upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 15.15 | |||
| Value At Risk | (7.24) | |||
| Potential Upside | 5.65 |
Value Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Capital's standard deviation. In reality, there are many statistical measures that can use Value Capital historical prices to predict the future Value Capital's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.08) | |||
| Treynor Ratio | 1.82 |
Value Capital One Backtested Returns
Value Capital One owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0497, which indicates the firm had a -0.0497% return per unit of risk over the last 3 months. Value Capital One exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Capital's Risk Adjusted Performance of (0.1), variance of 12.64, and Coefficient Of Variation of (741.89) to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Value Capital are expected to decrease at a much lower rate. During the bear market, Value Capital is likely to outperform the market. At this point, Value Capital One has a negative expected return of -0.19%. Please make sure to validate Value Capital's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Value Capital One performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Value Capital One has modest reverse predictability. Overlapping area represents the amount of predictability between Value Capital time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Value Capital One price movement. The serial correlation of -0.49 indicates that about 49.0% of current Value Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Value Capital One lagged returns against current returns
Autocorrelation, which is Value Capital 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 Value Capital's stock expected returns. We can calculate the autocorrelation of Value Capital returns to help us make a trade decision. For example, suppose you find that Value Capital 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 |
Value Capital 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 Value Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Value Capital Lagged Returns
When evaluating Value Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Capital stock have on its future price. Value Capital 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, Value Capital autocorrelation shows the relationship between Value Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Value Capital One.
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 Value Stock
Value Capital financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Capital security.