Kvutzat Acro (Israel) Market Value
| ACRO Stock | 5,740 4.00 0.07% |
| Symbol | Kvutzat |
Kvutzat Acro '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 Kvutzat Acro'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 Kvutzat Acro.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Kvutzat Acro on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Kvutzat Acro or generate 0.0% return on investment in Kvutzat Acro over 30 days. Kvutzat Acro is related to or competes with GavYam Lands, Ybox Real, Av Gad, and Plaza Centers. More
Kvutzat Acro 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 Kvutzat Acro'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 Kvutzat Acro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.1769 | |||
| Maximum Drawdown | 10.48 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 4.59 |
Kvutzat Acro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kvutzat Acro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kvutzat Acro's standard deviation. In reality, there are many statistical measures that can use Kvutzat Acro historical prices to predict the future Kvutzat Acro's volatility.| Risk Adjusted Performance | 0.1667 | |||
| Jensen Alpha | 0.4473 | |||
| Total Risk Alpha | 0.2112 | |||
| Sortino Ratio | 0.1636 | |||
| Treynor Ratio | 0.9044 |
Kvutzat Acro Backtested Returns
Kvutzat Acro appears to be very steady, given 3 months investment horizon. Kvutzat Acro has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3% return per unit of risk over the last 3 months. By analyzing Kvutzat Acro's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please exercise Kvutzat Acro's Risk Adjusted Performance of 0.1667, mean deviation of 1.7, and Downside Deviation of 2.49 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kvutzat Acro holds a performance score of 23. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kvutzat Acro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kvutzat Acro is expected to be smaller as well. Please check Kvutzat Acro's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Kvutzat Acro's current price movements will revert.
Auto-correlation | 0.35 |
Below average predictability
Kvutzat Acro has below average predictability. Overlapping area represents the amount of predictability between Kvutzat Acro time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kvutzat Acro price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Kvutzat Acro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 6616.22 |
Kvutzat Acro lagged returns against current returns
Autocorrelation, which is Kvutzat Acro 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 Kvutzat Acro's stock expected returns. We can calculate the autocorrelation of Kvutzat Acro returns to help us make a trade decision. For example, suppose you find that Kvutzat Acro 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 |
Kvutzat Acro 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 Kvutzat Acro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kvutzat Acro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kvutzat Acro stock over time.
Current vs Lagged Prices |
| Timeline |
Kvutzat Acro Lagged Returns
When evaluating Kvutzat Acro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kvutzat Acro stock have on its future price. Kvutzat Acro 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, Kvutzat Acro autocorrelation shows the relationship between Kvutzat Acro stock current value and its past values and can show if there is a momentum factor associated with investing in Kvutzat Acro.
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 Kvutzat Stock
Kvutzat Acro financial ratios help investors to determine whether Kvutzat 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 Kvutzat with respect to the benefits of owning Kvutzat Acro security.