Avgol Industries (Israel) Performance

AVGL -- Israel Stock  

ILS 364.50  2.30  0.63%

The firm shows Beta (market volatility) of -0.7668 which signifies that as returns on market increase, returns on owning Avgol Industries are expected to decrease at a much smaller rate. During bear market, Avgol Industries is likely to outperform the market. Even though it is essential to pay attention to Avgol Industries 1953 historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Avgol Industries 1953 Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Avgol Industries 1953 has expected return of -0.1742%. Please be advised to confirm Avgol Industries 1953 Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if Avgol Industries 1953 past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Avgol Industries 1953 Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Quick Ratio0.79
Fifty Two Week Low350.40
Fifty Two Week High444.00
Trailing Annual Dividend Yield0.01%
Horizon     30 Days    Login   to change

Avgol Industries 1953 Relative Risk vs. Return Landscape

If you would invest  38,340  in Avgol Industries 1953 Ltd on April 22, 2019 and sell it today you would lose (1,890)  from holding Avgol Industries 1953 Ltd or give up 4.93% of portfolio value over 30 days. Avgol Industries 1953 Ltd is generating negative expected returns and assumes 1.6305% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than Avgol Industries 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, Avgol Industries is expected to under-perform the market. In addition to that, the company is 2.48 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.06 per unit of volatility.

Avgol Industries Market Risk Analysis

Sharpe Ratio = -0.1069
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Avgol Industries Relative Performance Indicators

Estimated Market Risk
 1.63
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.17
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.11
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Avgol Industries 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 Avgol Industries by adding it to a well-diversified portfolio.
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