Reit 1 (Israel) Market Value
| RIT1 Stock | ILS 1,837 41.00 2.28% |
| Symbol | Reit |
Reit 1 '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 Reit 1'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 Reit 1.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Reit 1 on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Reit 1 or generate 0.0% return on investment in Reit 1 over 570 days. Reit 1 is related to or competes with Israel Canada, Delek, Shikun Binui, and Israel Discount. Reit 1, Ltd. engages in the acquisition, management, and lease of real estate property More
Reit 1 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 Reit 1'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 Reit 1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.0879 | |||
| Maximum Drawdown | 7.78 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 3.0 |
Reit 1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reit 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reit 1's standard deviation. In reality, there are many statistical measures that can use Reit 1 historical prices to predict the future Reit 1's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.2879 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | 8.25 |
Reit 1 Backtested Returns
Reit 1 appears to be very steady, given 3 months investment horizon. Reit 1 maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26% return per unit of risk over the last 3 months. By analyzing Reit 1's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please evaluate Reit 1's Risk Adjusted Performance of 0.1231, coefficient of variation of 653.42, and Semi Deviation of 1.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reit 1 holds a performance score of 20. The company holds a Beta of 0.0354, which implies not very significant fluctuations relative to the market. As returns on the market increase, Reit 1's returns are expected to increase less than the market. However, during the bear market, the loss of holding Reit 1 is expected to be smaller as well. Please check Reit 1's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Reit 1's historical price patterns will revert.
Auto-correlation | 0.41 |
Average predictability
Reit 1 has average predictability. Overlapping area represents the amount of predictability between Reit 1 time series from 7th of May 2023 to 16th of February 2024 and 16th of February 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 Reit 1 price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Reit 1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 12.3 K |
Reit 1 lagged returns against current returns
Autocorrelation, which is Reit 1 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 Reit 1's stock expected returns. We can calculate the autocorrelation of Reit 1 returns to help us make a trade decision. For example, suppose you find that Reit 1 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 |
Reit 1 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 Reit 1 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reit 1 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reit 1 stock over time.
Current vs Lagged Prices |
| Timeline |
Reit 1 Lagged Returns
When evaluating Reit 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reit 1 stock have on its future price. Reit 1 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, Reit 1 autocorrelation shows the relationship between Reit 1 stock current value and its past values and can show if there is a momentum factor associated with investing in Reit 1.
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 Reit Stock
Reit 1 financial ratios help investors to determine whether Reit 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 Reit with respect to the benefits of owning Reit 1 security.