Israel Index Hype Analysis, Israel Index Correlation, Portfolio Optimization, Israel Index Volatility as well as analyze Israel Index Alpha and Beta and Israel Index Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Israel Index and determine expected loss or profit from investing in Israel Index over given investment horizon. See also
|Horizon||30 Days Login to change|
Israel Index 'What if' Analysis
June 24, 20190.00
September 22, 20190.00
If you would invest 0.00 in Israel Index on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding Israel Index or generate 0.0% return on investment in Israel Index over 90 days.
Israel Index Upside/Downside Indicators
|Value At Risk||(2.52)|
Israel Index Market Premium Indicators
|Risk Adjusted Performance||0.1466|
|Total Risk Alpha||0.1685|
Israel Index Backtested Returns
Israel Index holds Efficiency (Sharpe) Ratio of 0.1408 which attests that the entity had 0.1408% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Israel Index which you can use to evaluate future volatility of the entity. The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Israel Index are completely uncorrelated. Although it is extremely important to respect Israel Index current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Israel Index technical indicators you can presently evaluate if the expected return of 0.1992% will be sustainable into the future.
|15 days auto-correlation||0.00|
|Spearman Rank Test||0.0|
Israel Index lagged returns against current returns
Current and Lagged Values
Israel Index regressed lagged prices vs. current prices
Current vs Lagged Prices
Israel Index Lagged Returns
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See also Israel Index Hype Analysis, Israel Index Correlation, Portfolio Optimization, Israel Index Volatility as well as analyze Israel Index Alpha and Beta and Israel Index Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.