Ravad (Israel) Market Value
| RAVD Stock | ILA 850.20 0.30 0.04% |
| Symbol | Ravad |
Ravad '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 Ravad'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 Ravad.
| 01/08/2023 |
| 12/28/2024 |
If you would invest 0.00 in Ravad on January 8, 2023 and sell it all today you would earn a total of 0.00 from holding Ravad or generate 0.0% return on investment in Ravad over 720 days. Ravad is related to or competes with Azrieli, Delek, Shikun Binui, and Israel Discount. Ravad Limited engages in the rental of commercial properties in Germany, Switzerland, and the United Kingdom More
Ravad 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 Ravad'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 Ravad upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0267 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.73 |
Ravad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ravad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ravad's standard deviation. In reality, there are many statistical measures that can use Ravad historical prices to predict the future Ravad's volatility.| Risk Adjusted Performance | 0.0413 | |||
| Jensen Alpha | 0.0611 | |||
| Total Risk Alpha | 0.0202 | |||
| Sortino Ratio | 0.0286 | |||
| Treynor Ratio | 0.1867 |
Ravad Backtested Returns
Ravad appears to be very steady, given 3 months investment horizon. Ravad maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ravad, which you can use to evaluate the volatility of the company. Please evaluate Ravad's Semi Deviation of 1.34, coefficient of variation of 2225.59, and Risk Adjusted Performance of 0.0413 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ravad holds a performance score of 15. The company holds a Beta of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ravad's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ravad is expected to be smaller as well. Please check Ravad's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Ravad's historical price patterns will revert.
Auto-correlation | 0.44 |
Average predictability
Ravad has average predictability. Overlapping area represents the amount of predictability between Ravad 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 Ravad price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Ravad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 2680.31 |
Ravad lagged returns against current returns
Autocorrelation, which is Ravad 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 Ravad's stock expected returns. We can calculate the autocorrelation of Ravad returns to help us make a trade decision. For example, suppose you find that Ravad 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 |
Ravad 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 Ravad stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ravad stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ravad stock over time.
Current vs Lagged Prices |
| Timeline |
Ravad Lagged Returns
When evaluating Ravad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ravad stock have on its future price. Ravad 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, Ravad autocorrelation shows the relationship between Ravad stock current value and its past values and can show if there is a momentum factor associated with investing in Ravad.
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 Ravad Stock
Ravad financial ratios help investors to determine whether Ravad 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 Ravad with respect to the benefits of owning Ravad security.