Aura Investments (Israel) Performance

AURA -- Israel Stock  

ILS 220.10  1.60  0.73%

Aura Investments has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0947 which signifies that as returns on market increase, returns on owning Aura Investments are expected to decrease at a much smaller rate. During bear market, Aura Investments is likely to outperform the market.. Although it is extremely important to respect Aura Investments historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 Aura Investments technical indicators you can presently evaluate if the expected return of 0.142% will be sustainable into the future. Aura Investments right now shows a risk of 2.0074%. Please confirm Aura Investments Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Aura Investments will be following its price patterns.
Horizon     30 Days    Login   to change

Aura Investments Relative Risk vs. Return Landscape

If you would invest  21,450  in Aura Investments Ltd on November 11, 2018 and sell it today you would earn a total of  560.00  from holding Aura Investments Ltd or generate 2.61% return on investment over 30 days. Aura Investments Ltd is generating 0.142% of daily returns and assumes 2.0074% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than Aura Investments Ltd and 98% 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, Aura Investments Ltd is expected to generate 1.53 times more return on investment than the market. However, the company is 1.53 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Aura Investments Market Risk Analysis

Sharpe Ratio = 0.0707
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Aura Investments Relative Performance Indicators

Estimated Market Risk
 2.01
  actual daily
 
 18 %
of total potential
 
18
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
4
Based on monthly moving average Aura Investments is performing at about 4% 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 Aura Investments by adding it to a well-diversified portfolio.

Aura Investments Performance Rating

Aura Investments Ltd Risk Adjusted Performance Analysis

4

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Aura Investments Ltd are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.

Aura Investments Alerts

Equity Alerts and Improvement Suggestions

Aura Investments is not yet fully synchronised with the market data
Aura Investments has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
AURA INVTS has accumulated about 34.96M in cash with (81.99M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.17.

Aura Investments Performance Indicators

Aura Investments Basic Price Performance Measures

Quick Ratio0.09
Fifty Two Week Low197.00
Fifty Two Week High320.00
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