Lodzia (Israel) Market Value
| LODZ Stock | ILS 2,565 0.00 0.00% |
| Symbol | Lodzia |
Lodzia '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 Lodzia'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 Lodzia.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Lodzia on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Lodzia or generate 0.0% return on investment in Lodzia over 30 days. Lodzia is related to or competes with Ashtrom, and Prashkovsky. Lodzia Rotex Investment Ltd. develops, leases, and manages real estate properties in Israel More
Lodzia 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 Lodzia'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 Lodzia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0443 | |||
| Maximum Drawdown | 8.44 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 2.05 |
Lodzia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lodzia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lodzia's standard deviation. In reality, there are many statistical measures that can use Lodzia historical prices to predict the future Lodzia's volatility.| Risk Adjusted Performance | 0.0763 | |||
| Jensen Alpha | 0.1216 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0299 | |||
| Treynor Ratio | (5.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lodzia's 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.
Lodzia Backtested Returns
We consider Lodzia very steady. Lodzia has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Lodzia, which you can use to evaluate the volatility of the firm. Please verify Lodzia's Risk Adjusted Performance of 0.0763, downside deviation of 1.69, and Mean Deviation of 0.5331 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Lodzia has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0221, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lodzia are expected to decrease at a much lower rate. During the bear market, Lodzia is likely to outperform the market. Lodzia right now secures a risk of 1.19%. Please verify Lodzia coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Lodzia will be following its current price movements.
Auto-correlation | 0.74 |
Good predictability
Lodzia has good predictability. Overlapping area represents the amount of predictability between Lodzia time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th 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 Lodzia price movement. The serial correlation of 0.74 indicates that around 74.0% of current Lodzia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 31.25 |
Lodzia lagged returns against current returns
Autocorrelation, which is Lodzia 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 Lodzia's stock expected returns. We can calculate the autocorrelation of Lodzia returns to help us make a trade decision. For example, suppose you find that Lodzia 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 |
Lodzia 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 Lodzia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lodzia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lodzia stock over time.
Current vs Lagged Prices |
| Timeline |
Lodzia Lagged Returns
When evaluating Lodzia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lodzia stock have on its future price. Lodzia 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, Lodzia autocorrelation shows the relationship between Lodzia stock current value and its past values and can show if there is a momentum factor associated with investing in Lodzia.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lodzia in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lodzia's short interest history, or implied volatility extrapolated from Lodzia options trading.
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When running Lodzia's price analysis, check to measure Lodzia's 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 Lodzia is operating at the current time. Most of Lodzia's value examination focuses on studying past and present price action to predict the probability of Lodzia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lodzia's price. Additionally, you may evaluate how the addition of Lodzia to your portfolios can decrease your overall portfolio volatility.
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Lodzia 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.