Tel Aviv (Israel) Market Value
| TASE Stock | ILA 12,810 530.00 4.32% |
| Symbol | Tel |
Tel Aviv '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 Tel Aviv'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 Tel Aviv.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Tel Aviv on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Tel Aviv Stock or generate 0.0% return on investment in Tel Aviv over 90 days. Tel Aviv is related to or competes with FIBI Holdings, Isracard, IBI Inv, YD More, Mivtach Shamir, IDI Insurance, and Migdal Insurance. The Tel-Aviv Stock Exchange Ltd. manages securities stock exchange and related activities in Israel More
Tel Aviv 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 Tel Aviv'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 Tel Aviv Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.3091 | |||
| Maximum Drawdown | 11.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 5.2 |
Tel Aviv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tel Aviv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tel Aviv's standard deviation. In reality, there are many statistical measures that can use Tel Aviv historical prices to predict the future Tel Aviv's volatility.| Risk Adjusted Performance | 0.2499 | |||
| Jensen Alpha | 0.7733 | |||
| Total Risk Alpha | 0.6505 | |||
| Sortino Ratio | 0.4354 | |||
| Treynor Ratio | 1.76 |
Tel Aviv February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2499 | |||
| Market Risk Adjusted Performance | 1.77 | |||
| Mean Deviation | 1.91 | |||
| Semi Deviation | 1.09 | |||
| Downside Deviation | 1.72 | |||
| Coefficient Of Variation | 302.17 | |||
| Standard Deviation | 2.43 | |||
| Variance | 5.88 | |||
| Information Ratio | 0.3091 | |||
| Jensen Alpha | 0.7733 | |||
| Total Risk Alpha | 0.6505 | |||
| Sortino Ratio | 0.4354 | |||
| Treynor Ratio | 1.76 | |||
| Maximum Drawdown | 11.23 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 5.2 | |||
| Downside Variance | 2.96 | |||
| Semi Variance | 1.19 | |||
| Expected Short fall | (2.35) | |||
| Skewness | 0.8059 | |||
| Kurtosis | 0.6317 |
Tel Aviv Stock Backtested Returns
Tel Aviv appears to be very steady, given 3 months investment horizon. Tel Aviv Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the firm had a 0.35 % return per unit of risk over the last 3 months. By inspecting Tel Aviv's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please review Tel Aviv's Coefficient Of Variation of 302.17, risk adjusted performance of 0.2499, and Semi Deviation of 1.09 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tel Aviv holds a performance score of 27. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tel Aviv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tel Aviv is expected to be smaller as well. Please check Tel Aviv's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Tel Aviv's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Tel Aviv Stock has good predictability. Overlapping area represents the amount of predictability between Tel Aviv time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 Tel Aviv Stock price movement. The serial correlation of 0.76 indicates that around 76.0% of current Tel Aviv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 M |
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 Tel Stock
Tel Aviv financial ratios help investors to determine whether Tel 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 Tel with respect to the benefits of owning Tel Aviv security.