Ginegar (Israel) Market Value
| GNGR Stock | ILS 821.40 31.40 3.97% |
| Symbol | Ginegar |
Ginegar '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 Ginegar'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 Ginegar.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Ginegar on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Ginegar or generate 0.0% return on investment in Ginegar over 30 days. Ginegar is related to or competes with Plastofil, Skyline Investments, Raval ACS, Brill Shoe, Aviation Links, Averbuch Formica, and Schnapp. Ginegar Plastic Products Ltd. produces and sells advanced films for various agricultural and non-agricultural applicatio... More
Ginegar 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 Ginegar'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 Ginegar upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 2.67 |
Ginegar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ginegar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ginegar's standard deviation. In reality, there are many statistical measures that can use Ginegar historical prices to predict the future Ginegar's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.29) |
Ginegar Backtested Returns
Ginegar holds Efficiency (Sharpe) Ratio of -0.0288, which attests that the entity had a -0.0288 % return per unit of risk over the last 3 months. Ginegar exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ginegar's Market Risk Adjusted Performance of (0.28), risk adjusted performance of (0.02), and Standard Deviation of 1.4 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ginegar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ginegar is expected to be smaller as well. At this point, Ginegar has a negative expected return of -0.0402%. Please make sure to check out Ginegar's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Ginegar performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Ginegar has very weak reverse predictability. Overlapping area represents the amount of predictability between Ginegar time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 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 Ginegar price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Ginegar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 171.75 |
Ginegar lagged returns against current returns
Autocorrelation, which is Ginegar 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 Ginegar's stock expected returns. We can calculate the autocorrelation of Ginegar returns to help us make a trade decision. For example, suppose you find that Ginegar 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 |
Ginegar 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 Ginegar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ginegar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ginegar stock over time.
Current vs Lagged Prices |
| Timeline |
Ginegar Lagged Returns
When evaluating Ginegar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ginegar stock have on its future price. Ginegar 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, Ginegar autocorrelation shows the relationship between Ginegar stock current value and its past values and can show if there is a momentum factor associated with investing in Ginegar.
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 Ginegar Stock
Ginegar financial ratios help investors to determine whether Ginegar 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 Ginegar with respect to the benefits of owning Ginegar security.