Maslavi's market value is the price at which a share of Maslavi trades on a public exchange. It measures the collective expectations of Maslavi investors about its performance. Maslavi is trading at 1745.00 as of the 23rd of July 2025, a 1.47 percent decrease since the beginning of the trading day. The etf's open price was 1771.0. With this module, you can estimate the performance of a buy and hold strategy of Maslavi and determine expected loss or profit from investing in Maslavi over a given investment horizon. Check out Maslavi Correlation, Maslavi Volatility and Maslavi Alpha and Beta module to complement your research on Maslavi.
Please note, there is a significant difference between Maslavi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Maslavi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Maslavi'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.
Maslavi '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 Maslavi's etf 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 Maslavi.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Maslavi on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Maslavi or generate 0.0% return on investment in Maslavi over 90 days. Maslavi is related to or competes with Bonei Hatichon, Kardan Real, Netanel, and Sarfati. Maslavi Construction Company Ltd provides real estate and construction services in Israel More
Maslavi 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 Maslavi's etf 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 Maslavi 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 Maslavi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maslavi's standard deviation. In reality, there are many statistical measures that can use Maslavi historical prices to predict the future Maslavi's volatility.
Maslavi appears to be very steady, given 3 months investment horizon. Maslavi has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22 % return per unit of risk over the last 3 months. By analyzing Maslavi's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please exercise Maslavi's Risk Adjusted Performance of 0.2045, mean deviation of 2.23, and Downside Deviation of 2.48 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.0196, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maslavi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maslavi is expected to be smaller as well.
Auto-correlation
0.86
Very good predictability
Maslavi has very good predictability. Overlapping area represents the amount of predictability between Maslavi time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Maslavi price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Maslavi price fluctuation can be explain by its past prices.
Correlation Coefficient
0.86
Spearman Rank Test
0.67
Residual Average
0.0
Price Variance
10.9 K
Maslavi lagged returns against current returns
Autocorrelation, which is Maslavi etf'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 Maslavi's etf expected returns. We can calculate the autocorrelation of Maslavi returns to help us make a trade decision. For example, suppose you find that Maslavi has exhibited high autocorrelation historically, and you observe that the etf 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
Maslavi 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 Maslavi etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maslavi etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maslavi etf over time.
Current vs Lagged Prices
Timeline
Maslavi Lagged Returns
When evaluating Maslavi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maslavi etf have on its future price. Maslavi 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, Maslavi autocorrelation shows the relationship between Maslavi etf current value and its past values and can show if there is a momentum factor associated with investing in Maslavi.
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.
Maslavi financial ratios help investors to determine whether Maslavi Etf 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 Maslavi with respect to the benefits of owning Maslavi security.