Vitania (Israel) Market Value
| VTNA Stock | ILS 2,325 7.00 0.30% |
| Symbol | Vitania |
Vitania '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 Vitania'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 Vitania.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Vitania on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Vitania or generate 0.0% return on investment in Vitania over 360 days. Vitania is related to or competes with Hiron Trade, Kardan Real, Sarfati, Israel Land, Rani Zim, Ari Real, and MeguREIT Israel. Vitania Ltd. acquires, plans, develops, constructs, leases, and manages properties in Israel More
Vitania 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 Vitania'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 Vitania upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 2.93 |
Vitania Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vitania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vitania's standard deviation. In reality, there are many statistical measures that can use Vitania historical prices to predict the future Vitania's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.45) |
Vitania Backtested Returns
Vitania owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0467, which indicates the firm had a -0.0467 % return per unit of risk over the last 3 months. Vitania exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vitania's Coefficient Of Variation of (2,143), variance of 3.89, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vitania's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vitania is expected to be smaller as well. At this point, Vitania has a negative expected return of -0.092%. Please make sure to validate Vitania's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Vitania performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Vitania has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vitania time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 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 Vitania price movement. The serial correlation of -0.19 indicates that over 19.0% of current Vitania price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 9399.84 |
Vitania lagged returns against current returns
Autocorrelation, which is Vitania 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 Vitania's stock expected returns. We can calculate the autocorrelation of Vitania returns to help us make a trade decision. For example, suppose you find that Vitania 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 |
Vitania 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 Vitania stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vitania stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vitania stock over time.
Current vs Lagged Prices |
| Timeline |
Vitania Lagged Returns
When evaluating Vitania's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vitania stock have on its future price. Vitania 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, Vitania autocorrelation shows the relationship between Vitania stock current value and its past values and can show if there is a momentum factor associated with investing in Vitania.
Regressed Prices |
| Timeline |
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 Vitania Stock
Vitania financial ratios help investors to determine whether Vitania 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 Vitania with respect to the benefits of owning Vitania security.