ORT (Israel) Market Value
| ORTC Stock | ILS 849.20 7.20 0.86% |
| Symbol | ORT |
ORT '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 ORT'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 ORT.
| 07/27/2022 |
| 07/11/2025 |
If you would invest 0.00 in ORT on July 27, 2022 and sell it all today you would earn a total of 0.00 from holding ORT or generate 0.0% return on investment in ORT over 1080 days. ORT is related to or competes with Aryt Industries, Neto ME, RSL Electronics, Ludan Engineering, and Lesico. Technologies Ltd, through its subsidiaries, develops, manufactures, and markets products and services for fuel retail sy... More
ORT 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 ORT'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 ORT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 3.15 |
ORT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORT's standard deviation. In reality, there are many statistical measures that can use ORT historical prices to predict the future ORT's volatility.| Risk Adjusted Performance | 0.1844 | |||
| Jensen Alpha | 0.1962 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 3.69 |
ORT Backtested Returns
ORT appears to be very steady, given 3 months investment horizon. ORT maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ORT, which you can use to evaluate the volatility of the company. Please evaluate ORT's Market Risk Adjusted Performance of 3.7, semi deviation of 0.9851, and Risk Adjusted Performance of 0.1844 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ORT holds a performance score of 10. The company holds a Beta of 0.0568, which implies not very significant fluctuations relative to the market. As returns on the market increase, ORT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORT is expected to be smaller as well. Please check ORT's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether ORT's historical price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
ORT has good predictability. Overlapping area represents the amount of predictability between ORT time series from 27th of July 2022 to 18th of January 2024 and 18th of January 2024 to 11th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ORT price movement. The serial correlation of 0.69 indicates that around 69.0% of current ORT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 14.8 K |
ORT lagged returns against current returns
Autocorrelation, which is ORT 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 ORT's stock expected returns. We can calculate the autocorrelation of ORT returns to help us make a trade decision. For example, suppose you find that ORT 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 |
ORT 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 ORT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ORT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ORT stock over time.
Current vs Lagged Prices |
| Timeline |
ORT Lagged Returns
When evaluating ORT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ORT stock have on its future price. ORT 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, ORT autocorrelation shows the relationship between ORT stock current value and its past values and can show if there is a momentum factor associated with investing in ORT.
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 ORT Stock
ORT financial ratios help investors to determine whether ORT 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 ORT with respect to the benefits of owning ORT security.