Intergama (Israel) Market Value
| INTR Stock | ILS 6,800 1.00 0.01% |
| Symbol | Intergama |
Intergama '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 Intergama'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 Intergama.
| 11/28/2024 |
| 12/28/2024 |
If you would invest 0.00 in Intergama on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding Intergama or generate 0.0% return on investment in Intergama over 30 days. Intergama is related to or competes with Clal Biotechnology, Bio Meat, Gilat Telecom, Abra Information, Blender Financial, Millennium Food, and Dan Hotels. Inter-Gamma Investment Company Ltd., through its subsidiaries, operates in the fuel management and fuel stations infrast... More
Intergama 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 Intergama'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 Intergama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.03 | |||
| Information Ratio | 0.059 | |||
| Maximum Drawdown | 14.37 | |||
| Value At Risk | (3.78) | |||
| Potential Upside | 6.33 |
Intergama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intergama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intergama's standard deviation. In reality, there are many statistical measures that can use Intergama historical prices to predict the future Intergama's volatility.| Risk Adjusted Performance | 0.0634 | |||
| Jensen Alpha | 0.1882 | |||
| Total Risk Alpha | 0.1078 | |||
| Sortino Ratio | 0.0535 | |||
| Treynor Ratio | (1.08) |
Intergama Backtested Returns
At this point, Intergama is very steady. Intergama holds Efficiency (Sharpe) Ratio of 0.0643, which attests that the entity had a 0.0643% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intergama, which you can use to evaluate the volatility of the firm. Please check out Intergama's Downside Deviation of 3.03, risk adjusted performance of 0.0634, and Market Risk Adjusted Performance of (1.07) to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Intergama has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intergama are expected to decrease at a much lower rate. During the bear market, Intergama is likely to outperform the market. Intergama right now retains a risk of 2.89%. Please check out Intergama maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Intergama will be following its current trending patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Intergama has modest reverse predictability. Overlapping area represents the amount of predictability between Intergama time series from 28th of November 2024 to 13th of December 2024 and 13th of December 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 Intergama price movement. The serial correlation of -0.5 indicates that about 50.0% of current Intergama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 56.7 K |
Intergama lagged returns against current returns
Autocorrelation, which is Intergama 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 Intergama's stock expected returns. We can calculate the autocorrelation of Intergama returns to help us make a trade decision. For example, suppose you find that Intergama 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 |
Intergama 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 Intergama stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intergama stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intergama stock over time.
Current vs Lagged Prices |
| Timeline |
Intergama Lagged Returns
When evaluating Intergama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intergama stock have on its future price. Intergama 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, Intergama autocorrelation shows the relationship between Intergama stock current value and its past values and can show if there is a momentum factor associated with investing in Intergama.
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 Intergama Stock
Intergama financial ratios help investors to determine whether Intergama 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 Intergama with respect to the benefits of owning Intergama security.