Vision Sigma (Israel) Market Value
| VISN Stock | ILA 5,291 250.00 4.51% |
| Symbol | Vision |
Vision Sigma '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 Vision Sigma'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 Vision Sigma.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Vision Sigma on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Vision Sigma or generate 0.0% return on investment in Vision Sigma over 30 days. Vision Sigma is related to or competes with ES Australia, Elspec, Amanet Management, Fridenson, Aran Research, Aquarius Engines, and Augwind Energy. Vision Sigma Ltd. engages in the investment management and real estate business in Israel and internationally More
Vision Sigma 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 Vision Sigma'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 Vision Sigma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.28 |
Vision Sigma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vision Sigma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vision Sigma's standard deviation. In reality, there are many statistical measures that can use Vision Sigma historical prices to predict the future Vision Sigma's volatility.| Risk Adjusted Performance | 0.033 | |||
| Jensen Alpha | 0.0645 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.15) |
Vision Sigma Backtested Returns
Vision Sigma owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0614, which indicates the firm had a -0.0614 % return per unit of risk over the last 3 months. Vision Sigma exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vision Sigma's Risk Adjusted Performance of 0.033, coefficient of variation of 2482.48, and Variance of 1.72 to confirm the risk estimate we provide. The entity has a beta of -0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vision Sigma are expected to decrease at a much lower rate. During the bear market, Vision Sigma is likely to outperform the market. At this point, Vision Sigma has a negative expected return of -0.074%. Please make sure to validate Vision Sigma's kurtosis, rate of daily change, and the relationship between the skewness and daily balance of power , to decide if Vision Sigma performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Vision Sigma has no correlation between past and present. Overlapping area represents the amount of predictability between Vision Sigma time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Vision Sigma price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vision Sigma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 24.2 K |
Vision Sigma lagged returns against current returns
Autocorrelation, which is Vision Sigma 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 Vision Sigma's stock expected returns. We can calculate the autocorrelation of Vision Sigma returns to help us make a trade decision. For example, suppose you find that Vision Sigma 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 |
Vision Sigma 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 Vision Sigma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vision Sigma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vision Sigma stock over time.
Current vs Lagged Prices |
| Timeline |
Vision Sigma Lagged Returns
When evaluating Vision Sigma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vision Sigma stock have on its future price. Vision Sigma 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, Vision Sigma autocorrelation shows the relationship between Vision Sigma stock current value and its past values and can show if there is a momentum factor associated with investing in Vision Sigma.
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 Vision Stock
Vision Sigma financial ratios help investors to determine whether Vision 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 Vision with respect to the benefits of owning Vision Sigma security.