Av Gad (Israel) Market Value
| AVGD Stock | 1,979 20.00 1.00% |
| Symbol | AVGD |
Av Gad '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 Av Gad'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 Av Gad.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Av Gad on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Av Gad Holdings or generate 0.0% return on investment in Av Gad over 390 days. Av Gad is related to or competes with GavYam Lands, Ybox Real, Plaza Centers. More
Av Gad 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 Av Gad'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 Av Gad Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.1886 | |||
| Maximum Drawdown | 14.91 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 4.88 |
Av Gad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Av Gad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Av Gad's standard deviation. In reality, there are many statistical measures that can use Av Gad historical prices to predict the future Av Gad's volatility.| Risk Adjusted Performance | 0.1781 | |||
| Jensen Alpha | 0.5742 | |||
| Total Risk Alpha | 0.2171 | |||
| Sortino Ratio | 0.3099 | |||
| Treynor Ratio | (2.34) |
Av Gad Holdings Backtested Returns
Av Gad appears to be very steady, given 3 months investment horizon. Av Gad Holdings retains Efficiency (Sharpe Ratio) of 0.21, which signifies that the company had a 0.21% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Av Gad, which you can use to evaluate the volatility of the firm. Please makes use of Av Gad's Coefficient Of Variation of 424.36, standard deviation of 2.38, and Market Risk Adjusted Performance of (2.33) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Av Gad holds a performance score of 16. The firm owns a Beta (Systematic Risk) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Av Gad are expected to decrease at a much lower rate. During the bear market, Av Gad is likely to outperform the market. Please check Av Gad's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Av Gad's current price history will revert.
Auto-correlation | 0.83 |
Very good predictability
Av Gad Holdings has very good predictability. Overlapping area represents the amount of predictability between Av Gad time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Av Gad Holdings price movement. The serial correlation of 0.83 indicates that around 83.0% of current Av Gad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 56.1 K |
Av Gad Holdings lagged returns against current returns
Autocorrelation, which is Av Gad 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 Av Gad's stock expected returns. We can calculate the autocorrelation of Av Gad returns to help us make a trade decision. For example, suppose you find that Av Gad 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 |
Av Gad 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 Av Gad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Av Gad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Av Gad stock over time.
Current vs Lagged Prices |
| Timeline |
Av Gad Lagged Returns
When evaluating Av Gad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Av Gad stock have on its future price. Av Gad 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, Av Gad autocorrelation shows the relationship between Av Gad stock current value and its past values and can show if there is a momentum factor associated with investing in Av Gad Holdings.
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 AVGD Stock
Av Gad financial ratios help investors to determine whether AVGD 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 AVGD with respect to the benefits of owning Av Gad security.