Icl Israel Chemicals Stock Volatility
| ICL Stock | USD 5.75 0.02 0.35% |
As of now, ICL Stock is somewhat reliable. ICL Israel Chemicals holds Efficiency (Sharpe) Ratio of 0.0689, which attests that the company had a 0.0689 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ICL Israel Chemicals, which you can use to evaluate the volatility of the entity. Please check out ICL Israel's semi deviation of 1.96, and Downside Deviation of 2.23 to validate if the risk estimate we provide is consistent with the expected return of 0.13%.
Sharpe Ratio = 0.0689
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Based on monthly moving average ICL Israel is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ICL Israel by adding it to a well-diversified portfolio.
Key indicators related to ICL Israel's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
ICL Israel Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of ICL daily returns, and it is calculated using variance and standard deviation. We also use ICL's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of ICL Israel volatility.
ESG Sustainability
While most ESG disclosures are voluntary, ICL Israel's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to ICL Israel's managers and investors.Environmental | Governance | Social |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of ICL Israel at lower prices. For example, an investor can purchase ICL stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes. Main indicators related to ICL Israel's market risk premium analysis include:
Beta 0.24 | Alpha 0.027 | Risk 1.87 | Sharpe Ratio 0.0689 | Expected Return 0.13 |
Moving against ICL Stock
ICL Israel Market Sensitivity And Downside Risk
ICL Israel's beta coefficient measures the volatility of ICL stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents ICL stock's returns against your selected market. In other words, ICL Israel's beta of 0.24 provides an investor with an approximation of how much risk ICL Israel stock can potentially add to one of your existing portfolios. ICL Israel Chemicals currently demonstrates below-average downside deviation. It has Information Ratio of -0.01 and Jensen Alpha of 0.03. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure ICL Israel's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact ICL Israel's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze ICL Israel Chemicals Demand TrendCheck current 90 days ICL Israel correlation with market (Dow Jones Industrial)ICL Israel Volatility and Downside Risk
ICL standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Using ICL Put Option to Manage Risk
Put options written on ICL Israel grant holders of the option the right to sell a specified amount of ICL Israel at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of ICL Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge ICL Israel's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding ICL Israel will be realized, the loss incurred will be offset by the profits made with the option trade.
ICL Israel's PUT expiring on 2026-03-20
Profit |
| ICL Israel Price At Expiration |
Current ICL Israel Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | ICL260320P00002500 | -0.033832 | 0.024621 | 1 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | ICL260320P00005000 | -0.234967 | 0.237347 | 110 | 2026-03-20 | 0.0 - 0.2 | 0.0 | View |
Put | ICL260320P00007500 | -0.917127 | 0.146535 | 17 | 2026-03-20 | 1.55 - 2.05 | 0.0 | View |
ICL Israel Chemicals Stock Volatility Analysis
Volatility refers to the frequency at which ICL Israel stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with ICL Israel's price changes. Investors will then calculate the volatility of ICL Israel's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of ICL Israel's volatility:
Historical Volatility
This type of stock volatility measures ICL Israel's fluctuations based on previous trends. It's commonly used to predict ICL Israel's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for ICL Israel's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on ICL Israel's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. ICL Israel Chemicals Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
ICL Israel Projected Return Density Against Market
Considering the 90-day investment horizon ICL Israel has a beta of 0.2426 . This usually indicates as returns on the market go up, ICL Israel average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding ICL Israel Chemicals will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to ICL Israel or Chemicals sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that ICL Israel's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a ICL stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Predicted Return Density |
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What Drives an ICL Israel Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.ICL Israel Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of ICL Israel is 1452.22. The daily returns are distributed with a variance of 3.49 and standard deviation of 1.87. The mean deviation of ICL Israel Chemicals is currently at 1.37. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.24 | |
σ | Overall volatility | 1.87 | |
Ir | Information ratio | -0.01 |
ICL Israel Stock Return Volatility
ICL Israel historical daily return volatility represents how much of ICL Israel stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company has volatility of 1.8684% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7767% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between ICL Stock performing well and ICL Israel Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze ICL Israel's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
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| MOS | 1.89 | 0.21 | 0.08 | 0.37 | 2.37 | 4.05 | 11.69 | |||
| WLK | 2.34 | 0.55 | 0.25 | 0.37 | 1.89 | 5.71 | 12.50 | |||
| HL | 4.25 | 0.55 | 0.13 | 0.26 | 4.75 | 8.77 | 27.31 | |||
| NEU | 1.48 | (0.46) | 0.00 | (0.29) | 0.00 | 2.34 | 11.14 | |||
| AA | 2.79 | 0.83 | 0.27 | 1.26 | 2.55 | 6.40 | 14.98 | |||
| EQX | 2.95 | 0.36 | 0.09 | 0.37 | 3.96 | 6.78 | 20.51 | |||
| GGB | 1.49 | 0.24 | 0.10 | 0.39 | 1.78 | 2.81 | 8.81 | |||
| ESI | 1.92 | 0.09 | 0.08 | 0.11 | 2.03 | 4.59 | 12.50 | |||
| TX | 1.27 | 0.33 | 0.19 | 0.94 | 1.17 | 2.72 | 7.28 | |||
| CDE | 3.46 | 0.43 | 0.13 | 0.22 | 4.10 | 7.43 | 29.29 |
About ICL Israel Volatility
Volatility is a rate at which the price of ICL Israel or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of ICL Israel may increase or decrease. In other words, similar to ICL's beta indicator, it measures the risk of ICL Israel and helps estimate the fluctuations that may happen in a short period of time. So if prices of ICL Israel fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Selling And Marketing Expenses | 1.1 B | 684.3 M | |
| Market Cap | 7.3 B | 9.7 B |
ICL Israel's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on ICL Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much ICL Israel's price varies over time.
3 ways to utilize ICL Israel's volatility to invest better
Higher ICL Israel's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of ICL Israel Chemicals stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. ICL Israel Chemicals stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of ICL Israel Chemicals investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in ICL Israel's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of ICL Israel's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
ICL Israel Investment Opportunity
ICL Israel Chemicals has a volatility of 1.87 and is 2.4 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of ICL Israel Chemicals is lower than 16 percent of all global equities and portfolios over the last 90 days. You can use ICL Israel Chemicals to enhance the returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of ICL Israel to be traded at $6.04 in 90 days.Modest diversification
The correlation between ICL Israel Chemicals and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ICL Israel Chemicals and DJI in the same portfolio, assuming nothing else is changed.
ICL Israel Additional Risk Indicators
The analysis of ICL Israel's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in ICL Israel's investment and either accepting that risk or mitigating it. Along with some common measures of ICL Israel stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0296 | |||
| Market Risk Adjusted Performance | 0.192 | |||
| Mean Deviation | 1.35 | |||
| Semi Deviation | 1.96 | |||
| Downside Deviation | 2.23 | |||
| Coefficient Of Variation | 3380.29 | |||
| Standard Deviation | 1.83 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
ICL Israel Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against ICL Israel as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. ICL Israel's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, ICL Israel's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to ICL Israel Chemicals.
When determining whether ICL Israel Chemicals is a strong investment it is important to analyze ICL Israel's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ICL Israel's future performance. For an informed investment choice regarding ICL Stock, refer to the following important reports: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in ICL Israel Chemicals. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Is Fertilizers & Agricultural Chemicals space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of ICL Israel. Market participants price ICL higher when confident in its future expansion prospects. The financial industry is built on trying to define current growth potential and future valuation accurately. Comprehensive ICL Israel assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Quarterly Earnings Growth 0.017 | Dividend Share 0.17 | Earnings Share 0.29 | Revenue Per Share | Quarterly Revenue Growth 0.057 |
Understanding ICL Israel Chemicals requires distinguishing between market price and book value, where the latter reflects ICL's accounting equity. The concept of intrinsic value - what ICL Israel's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push ICL Israel's price substantially above or below its fundamental value.
Please note, there is a significant difference between ICL Israel's value and its price as these two are different measures arrived at by different means. Investors typically determine if ICL Israel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, ICL Israel's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.