Altshuler Shaham's market value is the price at which a share of Altshuler Shaham trades on a public exchange. It measures the collective expectations of Altshuler Shaham Financial investors about its performance. Altshuler Shaham is trading at 651.30 as of the 24th of July 2025, a 0.11 percent decrease since the beginning of the trading day. The stock's open price was 652.0. With this module, you can estimate the performance of a buy and hold strategy of Altshuler Shaham Financial and determine expected loss or profit from investing in Altshuler Shaham over a given investment horizon. Check out Altshuler Shaham Correlation, Altshuler Shaham Volatility and Altshuler Shaham Alpha and Beta module to complement your research on Altshuler Shaham.
Please note, there is a significant difference between Altshuler Shaham's value and its price as these two are different measures arrived at by different means. Investors typically determine if Altshuler Shaham is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Altshuler Shaham'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.
Altshuler Shaham '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 Altshuler Shaham'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 Altshuler Shaham.
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04/25/2025
No Change 0.00
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In 2 months and 31 days
07/24/2025
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If you would invest 0.00 in Altshuler Shaham on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Altshuler Shaham Financial or generate 0.0% return on investment in Altshuler Shaham over 90 days. Altshuler Shaham is related to or competes with Tedea Technological, ICL Israel, Millennium Food, Clal Insurance, Augwind Energy, Global Knafaim, and G Willi. More
Altshuler Shaham 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 Altshuler Shaham'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 Altshuler Shaham Financial 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 Altshuler Shaham's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altshuler Shaham's standard deviation. In reality, there are many statistical measures that can use Altshuler Shaham historical prices to predict the future Altshuler Shaham's volatility.
Altshuler Shaham appears to be very steady, given 3 months investment horizon. Altshuler Shaham Fin secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. By analyzing Altshuler Shaham's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Altshuler Shaham's Risk Adjusted Performance of 0.1212, downside deviation of 2.16, and Mean Deviation of 1.68 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Altshuler Shaham holds a performance score of 17. The firm shows a Beta (market volatility) of -0.0394, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Altshuler Shaham are expected to decrease at a much lower rate. During the bear market, Altshuler Shaham is likely to outperform the market. Please check Altshuler Shaham's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Altshuler Shaham's price patterns will revert.
Auto-correlation
0.38
Below average predictability
Altshuler Shaham Financial has below average predictability. Overlapping area represents the amount of predictability between Altshuler Shaham time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Altshuler Shaham Fin price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Altshuler Shaham price fluctuation can be explain by its past prices.
Correlation Coefficient
0.38
Spearman Rank Test
0.45
Residual Average
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Price Variance
154.44
Altshuler Shaham Fin lagged returns against current returns
Autocorrelation, which is Altshuler Shaham 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 Altshuler Shaham's stock expected returns. We can calculate the autocorrelation of Altshuler Shaham returns to help us make a trade decision. For example, suppose you find that Altshuler Shaham 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
Altshuler Shaham 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 Altshuler Shaham stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altshuler Shaham stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altshuler Shaham stock over time.
Current vs Lagged Prices
Timeline
Altshuler Shaham Lagged Returns
When evaluating Altshuler Shaham's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altshuler Shaham stock have on its future price. Altshuler Shaham 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, Altshuler Shaham autocorrelation shows the relationship between Altshuler Shaham stock current value and its past values and can show if there is a momentum factor associated with investing in Altshuler Shaham Financial.
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.
Altshuler Shaham financial ratios help investors to determine whether Altshuler 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 Altshuler with respect to the benefits of owning Altshuler Shaham security.