Amiad Water (Israel) Market Value
| AMD Stock | 862.80 1.10 0.13% |
| Symbol | Amiad |
Amiad Water '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 Amiad Water'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 Amiad Water.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Amiad Water on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Amiad Water Systems or generate 0.0% return on investment in Amiad Water over 90 days. Amiad Water is related to or competes with Lesico, Shagrir Group, Avrot Industries, Ludan Engineering, Levinski Ofer, Intergama, and Knafaim. More
Amiad Water 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 Amiad Water'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 Amiad Water Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.1114 | |||
| Maximum Drawdown | 19.43 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 5.39 |
Amiad Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amiad Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amiad Water's standard deviation. In reality, there are many statistical measures that can use Amiad Water historical prices to predict the future Amiad Water's volatility.| Risk Adjusted Performance | 0.101 | |||
| Jensen Alpha | 0.4164 | |||
| Total Risk Alpha | 0.2249 | |||
| Sortino Ratio | 0.1353 | |||
| Treynor Ratio | 1.8 |
Amiad Water February 4, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.101 | |||
| Market Risk Adjusted Performance | 1.81 | |||
| Mean Deviation | 2.52 | |||
| Semi Deviation | 2.32 | |||
| Downside Deviation | 2.84 | |||
| Coefficient Of Variation | 788.65 | |||
| Standard Deviation | 3.44 | |||
| Variance | 11.86 | |||
| Information Ratio | 0.1114 | |||
| Jensen Alpha | 0.4164 | |||
| Total Risk Alpha | 0.2249 | |||
| Sortino Ratio | 0.1353 | |||
| Treynor Ratio | 1.8 | |||
| Maximum Drawdown | 19.43 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 5.39 | |||
| Downside Variance | 8.04 | |||
| Semi Variance | 5.39 | |||
| Expected Short fall | (3.05) | |||
| Skewness | 0.9936 | |||
| Kurtosis | 2.36 |
Amiad Water Systems Backtested Returns
Amiad Water appears to be very steady, given 3 months investment horizon. Amiad Water Systems secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By analyzing Amiad Water's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Amiad Water's Risk Adjusted Performance of 0.101, mean deviation of 2.52, and Downside Deviation of 2.84 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amiad Water holds a performance score of 12. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amiad Water's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amiad Water is expected to be smaller as well. Please check Amiad Water's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Amiad Water's price patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
Amiad Water Systems has virtually no predictability. Overlapping area represents the amount of predictability between Amiad Water time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amiad Water Systems price movement. The serial correlation of 0.03 indicates that only 3.0% of current Amiad Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 9295.58 |
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 Amiad Stock
Amiad Water financial ratios help investors to determine whether Amiad 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 Amiad with respect to the benefits of owning Amiad Water security.