Ashtrom's market value is the price at which a share of Ashtrom trades on a public exchange. It measures the collective expectations of Ashtrom Group investors about its performance. Ashtrom is trading at 7636.00 as of the 23rd of July 2025, a 1.15 percent increase since the beginning of the trading day. The stock's open price was 7549.0. With this module, you can estimate the performance of a buy and hold strategy of Ashtrom Group and determine expected loss or profit from investing in Ashtrom over a given investment horizon. Check out Ashtrom Correlation, Ashtrom Volatility and Ashtrom Alpha and Beta module to complement your research on Ashtrom.
Please note, there is a significant difference between Ashtrom's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ashtrom is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ashtrom's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ashtrom '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 Ashtrom'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 Ashtrom.
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04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Ashtrom on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Ashtrom Group or generate 0.0% return on investment in Ashtrom over 90 days. Ashtrom is related to or competes with Shikun Binui, Alony Hetz, Amot Investments, Azrieli, and Bank Leumi. Ashtrom Group Ltd. operates as a construction and real estate property company worldwide More
Ashtrom 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 Ashtrom'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 Ashtrom Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ashtrom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ashtrom's standard deviation. In reality, there are many statistical measures that can use Ashtrom historical prices to predict the future Ashtrom's volatility.
Ashtrom appears to be very steady, given 3 months investment horizon. Ashtrom Group secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of standard deviation over the last 3 months. By analyzing Ashtrom's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please makes use of Ashtrom's risk adjusted performance of 0.1887, and Mean Deviation of 2.0 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ashtrom holds a performance score of 16. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ashtrom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ashtrom is expected to be smaller as well. Please check Ashtrom's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Ashtrom's price patterns will revert.
Auto-correlation
-0.02
Very weak reverse predictability
Ashtrom Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Ashtrom time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Ashtrom Group price movement. The serial correlation of -0.02 indicates that only 2.0% of current Ashtrom price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.02
Spearman Rank Test
-0.21
Residual Average
0.0
Price Variance
632.9 K
Ashtrom Group lagged returns against current returns
Autocorrelation, which is Ashtrom 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 Ashtrom's stock expected returns. We can calculate the autocorrelation of Ashtrom returns to help us make a trade decision. For example, suppose you find that Ashtrom 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
Ashtrom 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 Ashtrom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ashtrom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ashtrom stock over time.
Current vs Lagged Prices
Timeline
Ashtrom Lagged Returns
When evaluating Ashtrom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ashtrom stock have on its future price. Ashtrom 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, Ashtrom autocorrelation shows the relationship between Ashtrom stock current value and its past values and can show if there is a momentum factor associated with investing in Ashtrom Group.
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.
Ashtrom financial ratios help investors to determine whether Ashtrom 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 Ashtrom with respect to the benefits of owning Ashtrom security.