Feat Fund (Israel) Market Value
| FEAT Stock | 126.20 3.60 2.77% |
| Symbol | Feat |
Feat Fund '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 Feat Fund'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 Feat Fund.
| 06/16/2024 |
| 12/13/2024 |
If you would invest 0.00 in Feat Fund on June 16, 2024 and sell it all today you would earn a total of 0.00 from holding Feat Fund Investments or generate 0.0% return on investment in Feat Fund over 180 days. Feat Fund is related to or competes with Nice, Gold Bond, Bank Leumi, ICL Israel, Mizrahi Tefahot, Azrieli, and Elbit Systems. More
Feat Fund 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 Feat Fund'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 Feat Fund Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.18 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 2.55 |
Feat Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Feat Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Feat Fund's standard deviation. In reality, there are many statistical measures that can use Feat Fund historical prices to predict the future Feat Fund's volatility.| Risk Adjusted Performance | 0.0395 | |||
| Jensen Alpha | 0.0714 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.6135 |
Feat Fund Investments Backtested Returns
Feat Fund Investments secures Sharpe Ratio (or Efficiency) of -0.039, which denotes the company had a -0.039% return per unit of standard deviation over the last 3 months. Feat Fund Investments exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Feat Fund's Semi Deviation of 0.8768, downside deviation of 2.72, and Mean Deviation of 0.6931 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Feat Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Feat Fund is expected to be smaller as well. At this point, Feat Fund Investments has a negative expected return of -0.0446%. Please make sure to confirm Feat Fund's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Feat Fund Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Feat Fund Investments has virtually no predictability. Overlapping area represents the amount of predictability between Feat Fund time series from 16th of June 2024 to 14th of September 2024 and 14th of September 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 Feat Fund Investments price movement. The serial correlation of 0.03 indicates that only 3.0% of current Feat Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 4.04 |
Feat Fund Investments lagged returns against current returns
Autocorrelation, which is Feat Fund 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 Feat Fund's stock expected returns. We can calculate the autocorrelation of Feat Fund returns to help us make a trade decision. For example, suppose you find that Feat Fund 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 |
Feat Fund 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 Feat Fund stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Feat Fund stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Feat Fund stock over time.
Current vs Lagged Prices |
| Timeline |
Feat Fund Lagged Returns
When evaluating Feat Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Feat Fund stock have on its future price. Feat Fund 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, Feat Fund autocorrelation shows the relationship between Feat Fund stock current value and its past values and can show if there is a momentum factor associated with investing in Feat Fund Investments.
Regressed Prices |
| Timeline |
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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 Feat Stock
Feat Fund financial ratios help investors to determine whether Feat 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 Feat with respect to the benefits of owning Feat Fund security.