Airport City (Israel) Performance

ARPT -- Israel Stock  

ILS 4,228  28.00  0.67%

Macroaxis gives Airport City performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.1018 which signifies that as returns on market increase, returns on owning Airport City are expected to decrease at a much smaller rate. During bear market, Airport City is likely to outperform the market.. Even though it is essential to pay attention to Airport City historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Airport City Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Airport City has expected return of -0.3434%. Please be advised to confirm Airport City Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Airport City past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Airport City Relative Risk vs. Return Landscape

If you would invest  443,900  in Airport City Ltd on September 21, 2018 and sell it today you would lose (21,100)  from holding Airport City Ltd or give up 4.75% of portfolio value over 30 days. Airport City Ltd is generating negative expected returns and assumes 0.9049% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Airport City 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, Airport City Ltd is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.15 times less risky than the market. the firm trades about -0.38 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 of returns per unit of risk over similar time horizon.

Airport City Market Risk Analysis

Sharpe Ratio = -0.3796
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Airport City Relative Performance Indicators

Estimated Market Risk
 0.9
  actual daily
 
 92 %
of total potential
  
Expected Return
 -0.34
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.38
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Airport City 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 Airport City by adding it to a well-diversified portfolio.

Airport City Performance Rating

Airport City Ltd Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

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

Airport City Alerts

Equity Alerts and Improvement Suggestions

Airport City is not yet fully synchronised with the market data
Airport City generates negative expected return over the last 30 days
Airport City has accumulated S4.45 Billion in debt which can lead to volatile earnings
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Airport City Performance Indicators

Airport City Basic Price Performance Measures

Quick Ratio1.09
Fifty Two Week Low3,754.00
Target High Price48.00
Fifty Two Week High4,646.00
Payout Ratio0.00%
Target Low Price48.00
Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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