Sella Real (Israel) Market Value
| SLARL Stock | ILA 906.00 15.00 1.68% |
| Symbol | Sella |
Sella 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 Sella 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 Sella Real.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Sella Real on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sella Real Estate or generate 0.0% return on investment in Sella Real over 90 days. Sella Real is related to or competes with Israel Canada, Delek, Shikun Binui, and Israel Discount. Sella Capital Real Estate Ltd., a real estate investment trust, is engaged in the acquisition, management, holding, and ... More
Sella 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 Sella 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 Sella Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.1762 | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.91 |
Sella Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sella Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sella Real's standard deviation. In reality, there are many statistical measures that can use Sella Real historical prices to predict the future Sella Real's volatility.| Risk Adjusted Performance | 0.2018 | |||
| Jensen Alpha | 0.3756 | |||
| Total Risk Alpha | 0.152 | |||
| Sortino Ratio | 0.1876 | |||
| Treynor Ratio | 2.07 |
Sella Real Estate Backtested Returns
Sella Real appears to be very steady, given 3 months investment horizon. Sella Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the firm had a 0.33% return per unit of risk over the last 3 months. By inspecting Sella Real's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please review Sella Real's Coefficient Of Variation of 388.74, semi deviation of 1.17, and Risk Adjusted Performance of 0.2018 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sella Real holds a performance score of 26. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sella Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sella Real is expected to be smaller as well. Please check Sella Real's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Sella Real's existing price patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Sella Real Estate has weak reverse predictability. Overlapping area represents the amount of predictability between Sella Real time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Sella Real Estate price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Sella Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3527.55 |
Sella Real Estate lagged returns against current returns
Autocorrelation, which is Sella 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 Sella Real's stock expected returns. We can calculate the autocorrelation of Sella Real returns to help us make a trade decision. For example, suppose you find that Sella 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 |
Sella 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 Sella Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sella Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sella Real stock over time.
Current vs Lagged Prices |
| Timeline |
Sella Real Lagged Returns
When evaluating Sella Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sella Real stock have on its future price. Sella 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, Sella Real autocorrelation shows the relationship between Sella Real stock current value and its past values and can show if there is a momentum factor associated with investing in Sella Real Estate.
Regressed Prices |
| Timeline |
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When running Sella Real's price analysis, check to measure Sella Real's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sella Real is operating at the current time. Most of Sella Real's value examination focuses on studying past and present price action to predict the probability of Sella Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sella Real's price. Additionally, you may evaluate how the addition of Sella Real to your portfolios can decrease your overall portfolio volatility.