Amanet Management (Israel) Performance
AMAN Stock | ILS 1,723 33.00 1.95% |
The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amanet Management's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amanet Management is expected to be smaller as well. Amanet Management Systems right now shows a risk of 2.01%. Please confirm Amanet Management Systems market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Amanet Management Systems will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Amanet Management Systems has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Amanet Management 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 | 55.8 M | |
Total Cashflows From Investing Activities | 8.5 M | |
Free Cash Flow | -1.6 M |
Amanet |
Amanet Management Relative Risk vs. Return Landscape
If you would invest 172,500 in Amanet Management Systems on January 26, 2024 and sell it today you would lose (200.00) from holding Amanet Management Systems or give up 0.12% of portfolio value over 90 days. Amanet Management Systems is generating 0.0174% of daily returns and assumes 2.0148% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Amanet, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Amanet Management Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amanet Management's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amanet Management Systems, and traders can use it to determine the average amount a Amanet Management's 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 = 0.0086
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Estimated Market Risk
2.01 actual daily | 17 83% of assets are more volatile |
Expected Return
0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amanet Management 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 Amanet Management by adding Amanet Management to a well-diversified portfolio.
Amanet Management Fundamentals Growth
Amanet Stock prices reflect investors' perceptions of the future prospects and financial health of Amanet Management, and Amanet Management 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 Amanet Stock performance.
Return On Equity | 0.0162 | |||
Return On Asset | 0.0129 | |||
Profit Margin | 0 % | |||
Operating Margin | 0.01 % | |||
Current Valuation | 92.12 M | |||
Shares Outstanding | 6.61 M | |||
Price To Book | 1.18 X | |||
Price To Sales | 0.37 X | |||
Revenue | 357.7 M | |||
EBITDA | 14.32 M | |||
Cash And Equivalents | 20.82 M | |||
Cash Per Share | 3.13 X | |||
Debt To Equity | 0.02 % | |||
Book Value Per Share | 15.31 X | |||
Cash Flow From Operations | (1.12 M) | |||
Earnings Per Share | 0.17 X | |||
Total Asset | 192.06 M | |||
Retained Earnings | 53 M | |||
Current Asset | 107 M | |||
Current Liabilities | 62 M | |||
About Amanet Management Performance
To evaluate Amanet Management Systems 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 Amanet Management 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 Amanet 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 Amanet Management Systems market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Amanet'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.Amanet Management Systems Ltd., through its subsidiaries, provides consulting, project management, and logistics services in Israel and internationally. Amanet Management Systems Ltd. was founded in 1970 and is based in Tel Aviv, Israel. AMANET MANAGEMENT operates under Conglomerates classification in Israel and is traded on Tel Aviv Stock Exchange.Things to note about Amanet Management Systems performance evaluation
Checking the ongoing alerts about Amanet Management for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amanet Management Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Amanet Management Systems has accumulated about 20.82 M in cash with (1.12 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 3.13. | |
Roughly 66.0% of the company shares are held by company insiders |
- Analyzing Amanet Management's 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 Amanet Management's stock is overvalued or undervalued compared to its peers.
- Examining Amanet Management's 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 Amanet Management's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amanet Management's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amanet Management's stock. These opinions can provide insight into Amanet Management's 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 Amanet Management Systems. 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Amanet Stock analysis
When running Amanet Management's price analysis, check to measure Amanet Management'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 Amanet Management is operating at the current time. Most of Amanet Management's value examination focuses on studying past and present price action to predict the probability of Amanet Management's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amanet Management's price. Additionally, you may evaluate how the addition of Amanet Management to your portfolios can decrease your overall portfolio volatility.
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