Solaer Israel (Israel) Market Value
| SOLR Stock | ILA 3,703 97.00 2.55% |
| Symbol | Solaer |
Solaer Israel '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 Solaer Israel'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 Solaer Israel.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Solaer Israel on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Solaer Israel or generate 0.0% return on investment in Solaer Israel over 90 days. Solaer Israel is related to or competes with Blender Financial, Migdal Insurance, Seach Medical, Epitomee Medical, Opko Health, Elron Electronic, and Rimon Consulting. Solaer Renewable Energies Ltd develops and installs photovoltaic solar arrays in ground-mounted and rooftop projects in ... More
Solaer Israel 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 Solaer Israel'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 Solaer Israel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0879 | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.29 |
Solaer Israel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solaer Israel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solaer Israel's standard deviation. In reality, there are many statistical measures that can use Solaer Israel historical prices to predict the future Solaer Israel's volatility.| Risk Adjusted Performance | 0.1295 | |||
| Jensen Alpha | 0.2675 | |||
| Total Risk Alpha | 0.0144 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 3.65 |
Solaer Israel Backtested Returns
At this point, Solaer Israel is very steady. Solaer Israel owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0985, which indicates the firm had a 0.0985 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Solaer Israel, which you can use to evaluate the volatility of the company. Please validate Solaer Israel's Risk Adjusted Performance of 0.1295, coefficient of variation of 647.8, and Semi Deviation of 1.34 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Solaer Israel has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.0757, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Solaer Israel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Solaer Israel is expected to be smaller as well. Solaer Israel right now has a risk of 1.89%. Please validate Solaer Israel sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Solaer Israel will be following its existing price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Solaer Israel has very weak reverse predictability. Overlapping area represents the amount of predictability between Solaer Israel time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Solaer Israel price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Solaer Israel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 13.9 K |
Solaer Israel lagged returns against current returns
Autocorrelation, which is Solaer Israel 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 Solaer Israel's stock expected returns. We can calculate the autocorrelation of Solaer Israel returns to help us make a trade decision. For example, suppose you find that Solaer Israel 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 |
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Solaer Israel 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 Solaer Israel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solaer Israel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solaer Israel stock over time.
Current vs Lagged Prices |
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Solaer Israel Lagged Returns
When evaluating Solaer Israel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solaer Israel stock have on its future price. Solaer Israel 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, Solaer Israel autocorrelation shows the relationship between Solaer Israel stock current value and its past values and can show if there is a momentum factor associated with investing in Solaer Israel.
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.Other Information on Investing in Solaer Stock
Solaer Israel financial ratios help investors to determine whether Solaer 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 Solaer with respect to the benefits of owning Solaer Israel security.