Oron Group (Israel) Market Value
| ORON Stock | ILS 997.00 38.00 3.67% |
| Symbol | Oron |
Oron Group '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 Oron Group'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 Oron Group.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Oron Group on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Oron Group Investments or generate 0.0% return on investment in Oron Group over 90 days. Oron Group is related to or competes with Shikun Binui, Ashtrom, Aura Investments, Shapir Engineering, and Electra. Oron Group Investments Holdings Ltd, together with its subsidiaries, provides civil engineering services in Israel More
Oron Group 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 Oron Group'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 Oron Group Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.92 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.6 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 4.68 |
Oron Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oron Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oron Group's standard deviation. In reality, there are many statistical measures that can use Oron Group historical prices to predict the future Oron Group's volatility.| Risk Adjusted Performance | 0.0283 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0969 |
Oron Group Investments Backtested Returns
Oron Group Investments maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Oron Group Investments exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oron Group's Semi Deviation of 2.71, coefficient of variation of 3771.9, and Risk Adjusted Performance of 0.0283 to confirm the risk estimate we provide. The company holds a Beta of 0.8, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Oron Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oron Group is expected to be smaller as well. At this point, Oron Group Investments has a negative expected return of -0.0206%. Please make sure to check Oron Group's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Oron Group Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Oron Group Investments has good reverse predictability. Overlapping area represents the amount of predictability between Oron Group time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 Oron Group Investments price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Oron Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 4381.38 |
Oron Group Investments lagged returns against current returns
Autocorrelation, which is Oron Group 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 Oron Group's stock expected returns. We can calculate the autocorrelation of Oron Group returns to help us make a trade decision. For example, suppose you find that Oron Group 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 |
Oron Group 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 Oron Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oron Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oron Group stock over time.
Current vs Lagged Prices |
| Timeline |
Oron Group Lagged Returns
When evaluating Oron Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oron Group stock have on its future price. Oron Group 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, Oron Group autocorrelation shows the relationship between Oron Group stock current value and its past values and can show if there is a momentum factor associated with investing in Oron Group Investments.
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 Oron Stock
Oron Group financial ratios help investors to determine whether Oron 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 Oron with respect to the benefits of owning Oron Group security.