Afcon Holdings (Israel) Performance
| AFHL Stock | ILS 9,372 12.00 0.13% |
The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Afcon Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Afcon Holdings is expected to be smaller as well. Afcon Holdings has an expected return of -0.05%. Please make sure to confirm Afcon Holdings coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Afcon Holdings performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Afcon Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Afcon Holdings is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 410.6 M | |
| Total Cashflows From Investing Activities | 90.3 M |
Afcon |
Afcon Holdings Relative Risk vs. Return Landscape
If you would invest 966,400 in Afcon Holdings on January 20, 2024 and sell it today you would lose (29,200) from holding Afcon Holdings or give up 3.02% of portfolio value over 90 days. Afcon Holdings is generating negative expected returns and assumes 1.3539% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Afcon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Afcon Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Afcon Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Afcon Holdings, and traders can use it to determine the average amount a Afcon Holdings' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.037
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| Negative Returns | AFHL |
Estimated Market Risk
| 1.35 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Afcon Holdings is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Afcon Holdings by adding Afcon Holdings to a well-diversified portfolio.
Afcon Holdings Fundamentals Growth
Afcon Stock prices reflect investors' perceptions of the future prospects and financial health of Afcon Holdings, and Afcon Holdings fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Afcon Stock performance.
| Return On Equity | -0.0899 | |||
| Return On Asset | 0.0013 | |||
| Profit Margin | (0.02) % | |||
| Operating Margin | 0 % | |||
| Current Valuation | 1.23 B | |||
| Shares Outstanding | 5.06 M | |||
| Price To Book | 1.68 X | |||
| Price To Sales | 0.35 X | |||
| Revenue | 2.11 B | |||
| EBITDA | 240.66 M | |||
| Cash And Equivalents | 303.52 M | |||
| Cash Per Share | 66.65 X | |||
| Total Debt | 500 M | |||
| Debt To Equity | 112.80 % | |||
| Book Value Per Share | 89.06 X | |||
| Cash Flow From Operations | 159.59 M | |||
| Earnings Per Share | 1.15 X | |||
| Total Asset | 1.95 B | |||
About Afcon Holdings Performance
To evaluate Afcon Holdings Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Afcon Holdings generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Afcon Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Afcon Holdings market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Afcon's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Afcon Holdings Ltd. engages in the construction and infrastructure, control and automation, trade, and communication solutions businesses in Israel and internationally. Afcon Holdings Ltd. is a subsidiary of Shlomo Car Lease Ltd. AFCON HOLDINGS operates under Electronic Components classification in Israel and is traded on Tel Aviv Stock Exchange.Things to note about Afcon Holdings performance evaluation
Checking the ongoing alerts about Afcon Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Afcon Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Afcon Holdings generated a negative expected return over the last 90 days | |
| Afcon Holdings has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 66.0% of the company shares are held by company insiders |
- Analyzing Afcon Holdings' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Afcon Holdings' stock is overvalued or undervalued compared to its peers.
- Examining Afcon Holdings' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Afcon Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Afcon Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Afcon Holdings' stock. These opinions can provide insight into Afcon Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Afcon Holdings. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Afcon Stock analysis
When running Afcon Holdings' price analysis, check to measure Afcon Holdings' 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 Afcon Holdings is operating at the current time. Most of Afcon Holdings' value examination focuses on studying past and present price action to predict the probability of Afcon Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Afcon Holdings' price. Additionally, you may evaluate how the addition of Afcon Holdings to your portfolios can decrease your overall portfolio volatility.
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