Kerur Holdings (Israel) Market Value
| KRUR Stock | ILS 6,408 0.00 0.00% |
| Symbol | Kerur |
Kerur Holdings '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 Kerur Holdings' 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 Kerur Holdings.
| 04/14/2024 |
| 05/14/2024 |
If you would invest 0.00 in Kerur Holdings on April 14, 2024 and sell it all today you would earn a total of 0.00 from holding Kerur Holdings or generate 0.0% return on investment in Kerur Holdings over 30 days. Kerur Holdings is related to or competes with Neto ME, Scope Metals, Delek Automotive, Aryt Industries, and Globrands. It manufactures and markets soft drinks and mineral water and frozen potato and onion chips, as well as vegetable produc... More
Kerur Holdings 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 Kerur Holdings' 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 Kerur Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.48 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 2.74 |
Kerur Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kerur Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kerur Holdings' standard deviation. In reality, there are many statistical measures that can use Kerur Holdings historical prices to predict the future Kerur Holdings' volatility.| Risk Adjusted Performance | 4.0E-4 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kerur Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kerur Holdings Backtested Returns
Kerur Holdings has Sharpe Ratio of -0.0797, which conveys that the firm had a -0.0797% return per unit of risk over the last 3 months. Kerur Holdings exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Kerur Holdings' Standard Deviation of 1.81, risk adjusted performance of 4.0E-4, and Mean Deviation of 1.29 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kerur Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Kerur Holdings is expected to be smaller as well. Kerur Holdings has an expected return of -0.15%. Please make sure to verify Kerur Holdings potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Kerur Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Kerur Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Kerur Holdings time series from 14th of April 2024 to 29th of April 2024 and 29th of April 2024 to 14th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kerur Holdings price movement. The serial correlation of 0.01 indicates that just 1.0% of current Kerur Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 345.39 |
Kerur Holdings lagged returns against current returns
Autocorrelation, which is Kerur Holdings 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 Kerur Holdings' stock expected returns. We can calculate the autocorrelation of Kerur Holdings returns to help us make a trade decision. For example, suppose you find that Kerur Holdings 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 |
Kerur Holdings 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 Kerur Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kerur Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kerur Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Kerur Holdings Lagged Returns
When evaluating Kerur Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kerur Holdings stock have on its future price. Kerur Holdings 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, Kerur Holdings autocorrelation shows the relationship between Kerur Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Kerur Holdings.
Regressed Prices |
| Timeline |
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Complementary Tools for Kerur Stock analysis
When running Kerur Holdings' price analysis, check to measure Kerur Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Kerur Holdings is operating at the current time. Most of Kerur Holdings' value examination focuses on studying past and present price action to predict the probability of Kerur Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kerur Holdings' price. Additionally, you may evaluate how the addition of Kerur Holdings to your portfolios can decrease your overall portfolio volatility.
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Kerur Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.