Propert Buil (Israel) Market Value
| PTBL Stock | ILS 24,820 210.00 0.84% |
| Symbol | Propert |
Propert Buil '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 Propert Buil'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 Propert Buil.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Propert Buil on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Propert Buil or generate 0.0% return on investment in Propert Buil over 720 days. Propert Buil is related to or competes with Israel Canada, Delek, Shikun Binui, and Israel Discount. Ltd., together with its subsidiaries, operates as a real estate company in Israel and internationally More
Propert Buil 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 Propert Buil'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 Propert Buil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.1208 | |||
| Maximum Drawdown | 13.95 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 5.0 |
Propert Buil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Propert Buil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Propert Buil's standard deviation. In reality, there are many statistical measures that can use Propert Buil historical prices to predict the future Propert Buil's volatility.| Risk Adjusted Performance | 0.1341 | |||
| Jensen Alpha | 0.4907 | |||
| Total Risk Alpha | 0.0127 | |||
| Sortino Ratio | 0.1487 | |||
| Treynor Ratio | (4.12) |
Propert Buil Backtested Returns
Propert Buil appears to be very steady, given 3 months investment horizon. Propert Buil maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19% return per unit of risk over the last 3 months. By analyzing Propert Buil's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please evaluate Propert Buil's Coefficient Of Variation of 605.38, semi deviation of 2.17, and Risk Adjusted Performance of 0.1341 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Propert Buil holds a performance score of 14. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Propert Buil are expected to decrease at a much lower rate. During the bear market, Propert Buil is likely to outperform the market. Please check Propert Buil's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Propert Buil's historical price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Propert Buil has weak reverse predictability. Overlapping area represents the amount of predictability between Propert Buil time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Propert Buil price movement. The serial correlation of -0.22 indicates that over 22.0% of current Propert Buil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 6.5 M |
Propert Buil lagged returns against current returns
Autocorrelation, which is Propert Buil 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 Propert Buil's stock expected returns. We can calculate the autocorrelation of Propert Buil returns to help us make a trade decision. For example, suppose you find that Propert Buil 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 |
Propert Buil 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 Propert Buil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Propert Buil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Propert Buil stock over time.
Current vs Lagged Prices |
| Timeline |
Propert Buil Lagged Returns
When evaluating Propert Buil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Propert Buil stock have on its future price. Propert Buil 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, Propert Buil autocorrelation shows the relationship between Propert Buil stock current value and its past values and can show if there is a momentum factor associated with investing in Propert Buil.
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 Propert Stock
Propert Buil financial ratios help investors to determine whether Propert 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 Propert with respect to the benefits of owning Propert Buil security.