# QUALITAU (Israel) Volatility

Our philosophy in forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for QUALITAU, which you can use to evaluate the future volatility of the company. Please check QUALITAU semi deviation of 1.63, and Market Risk Adjusted Performance of 13.91 to confirm if the risk estimate we provide is consistent with the expected return of 0.0%.

QUALITAU |

QUALITAU Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of QUALITAU daily returns, and it is calculated using variance and standard deviation. We also use QUALITAU's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of QUALITAU volatility.

### 30 Days Market Risk

### Chance of Distress

### 30 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as QUALITAU can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of QUALITAU at lower prices. For example, an investor can purchase QUALITAU stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of QUALITAU's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving against QUALITAU

- | 0.67 | ECPA | ECOPPIA SCIENTIFIC | PairCorr | |||

- | 0.6 | HMGS | HOMEBIOGAS LTD | PairCorr | |||

- | 0.54 | POLP | POLYRAM PLASTIC IN | PairCorr |

## QUALITAU Market Sensitivity And Downside Risk

QUALITAU's beta coefficient measures the volatility of QUALITAU stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents QUALITAU stock's returns against your selected market. In other words, QUALITAU's beta of 0.0452 provides an investor with an approximation of how much risk QUALITAU stock can potentially add to one of your existing portfolios.

QUALITAU currently demonstrates below-average downside deviation. It has Information Ratio of 0.21 and Jensen Alpha of 0.63. However, we advise investors to further question QUALITAU expected returns to ensure all indicators are consistent with the current outlook about its relatively low value at risk. You can indeed make money on QUALITAU instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals. 3 Months Beta |Analyze QUALITAU Demand TrendCheck current 90 days QUALITAU correlation with market (DOW)## QUALITAU Beta |

QUALITAU standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 0.0 |

It is essential to understand the difference between upside risk (as represented by QUALITAU's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of QUALITAU's daily returns or price. Since the actual investment returns on holding a position in qualitau stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in QUALITAU.

## QUALITAU Stock Volatility Analysis

Volatility refers to the frequency at which QUALITAU stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with QUALITAU's price changes. Investors will then calculate the volatility of QUALITAU's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of QUALITAU's volatility:

### Historical Volatility

This type of stock volatility measures QUALITAU's fluctuations based on previous trends. It's commonly used to predict QUALITAU's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for QUALITAU's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on QUALITAU's to be redeemed at a future date.Transformation |

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

## QUALITAU Projected Return Density Against Market

Assuming the 90 days trading horizon QUALITAU has a beta of 0.0452 indicating as returns on the market go up, QUALITAU average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding QUALITAU will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to QUALITAU or Technology sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that QUALITAU's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a QUALITAU stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has an alpha of 0.6298, implying that it can generate a 0.63 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a QUALITAU Price Volatility?

Several factors can influence a Stock's stock volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## QUALITAU Stock Return Volatility

QUALITAU historical daily return volatility represents how much of QUALITAU stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 0.0% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.2493% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About QUALITAU Volatility

Volatility is a rate at which the price of QUALITAU or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of QUALITAU may increase or decrease. In other words, similar to QUALITAU's beta indicator, it measures the risk of QUALITAU and helps estimate the fluctuations that may happen in a short period of time. So if prices of QUALITAU fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.Qualitau Ltd engages in the development, manufacture, and sale of test equipment and services for use in the semiconductor industry worldwide. The company was founded in 1994 and is based in Ness Ziona, Israel. QUALITAU operates under Semiconductor Equipment Materials classification in Israel and is traded on Tel Aviv Stock Exchange. It employs 63 people.

## QUALITAU Investment Opportunity

DOW has a standard deviation of returns of 1.25 and is 9.223372036854776E16 times more volatile than QUALITAU.**0**of all equities and portfolios are less risky than QUALITAU. Compared to the overall equity markets, volatility of historical daily returns of QUALITAU is lower than

**0 ()**of all global equities and portfolios over the last 90 days. Use QUALITAU to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a very speculative upward sentiment. Check odds of QUALITAU to be traded at 0.0 in 90 days.

### Significant diversification

The correlation between QUALITAU and DJI is

**0.02**(i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding QUALITAU and DJI in the same portfolio, assuming nothing else is changed.## QUALITAU Additional Risk Indicators

The analysis of QUALITAU's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in QUALITAU's investment and either accepting that risk or mitigating it. Along with some common measures of QUALITAU stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | 0.2589 | |||

Market Risk Adjusted Performance | 13.91 | |||

Mean Deviation | 2.24 | |||

Semi Deviation | 1.63 | |||

Downside Deviation | 2.12 | |||

Coefficient Of Variation | 486.11 | |||

Standard Deviation | 3.1 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## QUALITAU Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against QUALITAU as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. QUALITAU's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, QUALITAU's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to QUALITAU.

Please see Your Equity Center. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

## Other Tools for QUALITAU Stock

When running QUALITAU price analysis, check to measure QUALITAU'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 QUALITAU is operating at the current time. Most of QUALITAU's value examination focuses on studying past and present price action to predict the probability of QUALITAU's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move QUALITAU's price. Additionally, you may evaluate how the addition of QUALITAU to your portfolios can decrease your overall portfolio volatility.

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