Speedvalue (Israel) Market Value

SPDV Stock   301.00  2.00  0.66%   
Speedvalue's market value is the price at which a share of Speedvalue trades on a public exchange. It measures the collective expectations of Speedvalue investors about its performance. Speedvalue is trading at 301.00 as of the 29th of December 2025, a 0.66 percent decrease since the beginning of the trading day. The stock's open price was 303.0.
With this module, you can estimate the performance of a buy and hold strategy of Speedvalue and determine expected loss or profit from investing in Speedvalue over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
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Speedvalue '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 Speedvalue'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 Speedvalue.
0.00
01/09/2024
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/29/2025
0.00
If you would invest  0.00  in Speedvalue on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Speedvalue or generate 0.0% return on investment in Speedvalue over 720 days.

Speedvalue 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 Speedvalue'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 Speedvalue upside and downside potential and time the market with a certain degree of confidence.

Speedvalue Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Speedvalue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Speedvalue's standard deviation. In reality, there are many statistical measures that can use Speedvalue historical prices to predict the future Speedvalue's volatility.

Speedvalue Backtested Returns

Speedvalue owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23 % return per unit of risk over the last 3 months. Speedvalue exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Speedvalue's Variance of 1.03, risk adjusted performance of (0.15), and Coefficient Of Variation of (453.92) to confirm the risk estimate we provide. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Speedvalue are expected to decrease at a much lower rate. During the bear market, Speedvalue is likely to outperform the market. At this point, Speedvalue has a negative expected return of -0.25%. Please make sure to validate Speedvalue's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Speedvalue performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.45  

Average predictability

Speedvalue has average predictability. Overlapping area represents the amount of predictability between Speedvalue time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Speedvalue price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Speedvalue price fluctuation can be explain by its past prices.
Correlation Coefficient0.45
Spearman Rank Test0.34
Residual Average0.0
Price Variance290.79

Speedvalue lagged returns against current returns

Autocorrelation, which is Speedvalue 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 Speedvalue's stock expected returns. We can calculate the autocorrelation of Speedvalue returns to help us make a trade decision. For example, suppose you find that Speedvalue 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  

Speedvalue 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 Speedvalue stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Speedvalue stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Speedvalue stock over time.
   Current vs Lagged Prices   
       Timeline  

Speedvalue Lagged Returns

When evaluating Speedvalue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Speedvalue stock have on its future price. Speedvalue 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, Speedvalue autocorrelation shows the relationship between Speedvalue stock current value and its past values and can show if there is a momentum factor associated with investing in Speedvalue.
   Regressed Prices   
       Timeline  

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