Lapidoth Heletz (Israel) Market Value
| LPHL Stock | 129.60 2.30 1.74% |
| Symbol | Lapidoth |
Lapidoth Heletz '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 Lapidoth Heletz'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 Lapidoth Heletz.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lapidoth Heletz on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Lapidoth Heletz Limited Partnership or generate 0.0% return on investment in Lapidoth Heletz over 90 days. Lapidoth Heletz is related to or competes with Nice, Gold Bond, Bank Leumi, ICL Israel, Mizrahi Tefahot, Azrieli, and Elbit Systems. More
Lapidoth Heletz 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 Lapidoth Heletz'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 Lapidoth Heletz Limited Partnership upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0924 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 3.35 |
Lapidoth Heletz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lapidoth Heletz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lapidoth Heletz's standard deviation. In reality, there are many statistical measures that can use Lapidoth Heletz historical prices to predict the future Lapidoth Heletz's volatility.| Risk Adjusted Performance | 0.1893 | |||
| Jensen Alpha | 0.2286 | |||
| Total Risk Alpha | 0.0632 | |||
| Sortino Ratio | 0.0717 | |||
| Treynor Ratio | 1.08 |
Lapidoth Heletz Backtested Returns
Lapidoth Heletz appears to be very steady, given 3 months investment horizon. Lapidoth Heletz has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lapidoth Heletz, which you can use to evaluate the volatility of the firm. Please exercise Lapidoth Heletz's Mean Deviation of 0.8462, downside deviation of 1.75, and Risk Adjusted Performance of 0.1893 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lapidoth Heletz holds a performance score of 16. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lapidoth Heletz's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lapidoth Heletz is expected to be smaller as well. Please check Lapidoth Heletz's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Lapidoth Heletz's current price movements will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
Lapidoth Heletz Limited Partnership has excellent reverse predictability. Overlapping area represents the amount of predictability between Lapidoth Heletz time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Lapidoth Heletz price movement. The serial correlation of -0.82 indicates that around 82.0% of current Lapidoth Heletz price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 92.33 |
Lapidoth Heletz lagged returns against current returns
Autocorrelation, which is Lapidoth Heletz 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 Lapidoth Heletz's stock expected returns. We can calculate the autocorrelation of Lapidoth Heletz returns to help us make a trade decision. For example, suppose you find that Lapidoth Heletz 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 |
Lapidoth Heletz 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 Lapidoth Heletz stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lapidoth Heletz stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lapidoth Heletz stock over time.
Current vs Lagged Prices |
| Timeline |
Lapidoth Heletz Lagged Returns
When evaluating Lapidoth Heletz's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lapidoth Heletz stock have on its future price. Lapidoth Heletz 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, Lapidoth Heletz autocorrelation shows the relationship between Lapidoth Heletz stock current value and its past values and can show if there is a momentum factor associated with investing in Lapidoth Heletz Limited Partnership.
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 Lapidoth Stock
Lapidoth Heletz financial ratios help investors to determine whether Lapidoth 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 Lapidoth with respect to the benefits of owning Lapidoth Heletz security.