Accel Solutions (Israel) Market Value
| DLMT Stock | ILS 131.80 1.00 0.76% |
| Symbol | Accel |
Accel Solutions '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 Accel Solutions' 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 Accel Solutions.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in Accel Solutions on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding Accel Solutions Group or generate 0.0% return on investment in Accel Solutions over 720 days. Accel Solutions is related to or competes with Teuza A, Netz Hotels, Magic Software, Meitav Dash, Polyram Plastic, and Libra Insurance. More
Accel Solutions 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 Accel Solutions' 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 Accel Solutions Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.1406 | |||
| Maximum Drawdown | 18.2 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 3.78 |
Accel Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Accel Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Accel Solutions' standard deviation. In reality, there are many statistical measures that can use Accel Solutions historical prices to predict the future Accel Solutions' volatility.| Risk Adjusted Performance | 0.1298 | |||
| Jensen Alpha | 0.3499 | |||
| Total Risk Alpha | 0.2829 | |||
| Sortino Ratio | 0.1384 | |||
| Treynor Ratio | (2.89) |
Accel Solutions Group Backtested Returns
Accel Solutions appears to be very steady, given 3 months investment horizon. Accel Solutions Group secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Accel Solutions Group, which you can use to evaluate the volatility of the firm. Please makes use of Accel Solutions' risk adjusted performance of 0.1298, and Mean Deviation of 1.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Accel Solutions holds a performance score of 11. The firm shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Accel Solutions are expected to decrease at a much lower rate. During the bear market, Accel Solutions is likely to outperform the market. Please check Accel Solutions' mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Accel Solutions' price patterns will revert.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Accel Solutions Group has near perfect reversele predictability. Overlapping area represents the amount of predictability between Accel Solutions time series from 8th of January 2023 to 3rd of January 2024 and 3rd of January 2024 to 28th 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 Accel Solutions Group price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Accel Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 471.88 |
Accel Solutions Group lagged returns against current returns
Autocorrelation, which is Accel Solutions 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 Accel Solutions' stock expected returns. We can calculate the autocorrelation of Accel Solutions returns to help us make a trade decision. For example, suppose you find that Accel Solutions 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 |
Accel Solutions 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 Accel Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Accel Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Accel Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Accel Solutions Lagged Returns
When evaluating Accel Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Accel Solutions stock have on its future price. Accel Solutions 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, Accel Solutions autocorrelation shows the relationship between Accel Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Accel Solutions Group.
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 Accel Stock
Accel Solutions financial ratios help investors to determine whether Accel 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 Accel with respect to the benefits of owning Accel Solutions security.