Petrotx (Israel) Market Value
| PTX Stock | ILA 44.70 4.90 12.31% |
| Symbol | Petrotx |
Petrotx '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 Petrotx'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 Petrotx.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Petrotx on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Petrotx Limited or generate 0.0% return on investment in Petrotx over 30 days. Petrotx is related to or competes with Multi Retail, Scope Metals, ICL Israel, Rapac Communication, Identi Healthcare, Seach Medical, and Amanet Management. Petrotx - Limited Partnership engages in the development and production of oil and natural gas in Israel and the United ... More
Petrotx 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 Petrotx'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 Petrotx Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.99 | |||
| Information Ratio | 0.0694 | |||
| Maximum Drawdown | 30.93 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 7.16 |
Petrotx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Petrotx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Petrotx's standard deviation. In reality, there are many statistical measures that can use Petrotx historical prices to predict the future Petrotx's volatility.| Risk Adjusted Performance | 0.0767 | |||
| Jensen Alpha | 0.5717 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0382 | |||
| Treynor Ratio | (0.29) |
Petrotx Limited Backtested Returns
Petrotx appears to be not too volatile, given 3 months investment horizon. Petrotx Limited maintains Sharpe Ratio (i.e., Efficiency) of 0.0982, which implies the firm had a 0.0982 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Petrotx Limited, which you can use to evaluate the volatility of the company. Please evaluate Petrotx's Risk Adjusted Performance of 0.0767, coefficient of variation of 1034.1, and Semi Deviation of 3.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Petrotx holds a performance score of 7. The company holds a Beta of -1.42, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Petrotx are expected to decrease by larger amounts. On the other hand, during market turmoil, Petrotx is expected to outperform it. Please check Petrotx's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Petrotx's historical price patterns will revert.
Auto-correlation | -0.83 |
Excellent reverse predictability
Petrotx Limited has excellent reverse predictability. Overlapping area represents the amount of predictability between Petrotx 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 Petrotx Limited price movement. The serial correlation of -0.83 indicates that around 83.0% of current Petrotx price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 28.19 |
Petrotx Limited lagged returns against current returns
Autocorrelation, which is Petrotx 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 Petrotx's stock expected returns. We can calculate the autocorrelation of Petrotx returns to help us make a trade decision. For example, suppose you find that Petrotx 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 |
Petrotx 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 Petrotx stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Petrotx stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Petrotx stock over time.
Current vs Lagged Prices |
| Timeline |
Petrotx Lagged Returns
When evaluating Petrotx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Petrotx stock have on its future price. Petrotx 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, Petrotx autocorrelation shows the relationship between Petrotx stock current value and its past values and can show if there is a momentum factor associated with investing in Petrotx Limited.
Regressed Prices |
| Timeline |
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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 Petrotx Stock
Petrotx financial ratios help investors to determine whether Petrotx 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 Petrotx with respect to the benefits of owning Petrotx security.