Arena Star (Israel) Performance

ARNA -- Israel Stock  

ILS 2.00  0.00  0.00%

Arena Star has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2388 which signifies that as returns on market increase, returns on owning Arena Star are expected to decrease at a much smaller rate. During bear market, Arena Star is likely to outperform the market.. Although it is extremely important to respect Arena Star Group historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Arena Star Group technical indicators you can presently evaluate if the expected return of 0.0202% will be sustainable into the future. Arena Star Group right now shows a risk of 2.0955%. Please confirm Arena Star Group Mean Deviation, Downside Deviation, Standard Deviation, as well as the relationship between Semi Deviation and Coefficient Of Variation to decide if Arena Star Group will be following its price patterns.
Horizon     30 Days    Login   to change

Arena Star Group Relative Risk vs. Return Landscape

If you would invest  200.00  in Arena Star Group Ltd on September 21, 2018 and sell it today you would earn a total of  0.00  from holding Arena Star Group Ltd or generate 0.0% return on investment over 30 days. Arena Star Group Ltd is generating 0.0202% of daily returns and assumes 2.0955% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than Arena Star Group Ltd and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Arena Star Group Ltd is expected to generate 2.01 times more return on investment than the market. However, the company is 2.01 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Arena Star Market Risk Analysis

Sharpe Ratio = 0.0097
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Arena Star Relative Performance Indicators

Estimated Market Risk
  actual daily
 81 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Arena Star is performing at about 0% of its full potential. 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 Arena Star by adding it to a well-diversified portfolio.

Arena Star Performance Rating

Arena Star Group Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Arena Star Group Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Arena Star Alerts

Equity Alerts and Improvement Suggestions

Arena Star Group is not yet fully synchronised with the market data
Arena Star Group has high likelihood to experience some financial distress in the next 2 years
The company has accumulated 716.04 M in total debt. Arena Star Group Ltd has Current Ratio of 0.08 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
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