Mordechai Aviv holds performance score of 38 on a scale of zero to a hundred. The company secures Beta (Market Risk) of 0.6653 which conveys that as returns on market increase, Mordechai Aviv returns are expected to increase less than the market. However during bear market, the loss on holding Mordechai Aviv will be expected to be smaller as well. Although it is essential to pay attention to Mordechai Aviv Taasiot price patterns, it is also good to be reasonable about what you can actually do with equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Mordechai Aviv expected return of 1.8345 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Mordechai Aviv Taasiot Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to analyze future returns on Mordechai Aviv Taasiot.
Risk-Adjusted PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Mordechai Aviv Taasiot Beniyah Ltd are ranked lower than 38 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Mordechai Aviv sustained solid returns over the last few months and may actually be approaching a breakup point.
|Fifty Two Week Low||928.20|
|Fifty Two Week High||1,234.00|
|Horizon||30 Days Login to change|
Mordechai Aviv Taasiot Relative Risk vs. Return LandscapeIf you would invest 105,300 in Mordechai Aviv Taasiot Beniyah Ltd on March 23, 2019 and sell it today you would earn a total of 47,500 from holding Mordechai Aviv Taasiot Beniyah Ltd or generate 45.11% return on investment over 30 days. Mordechai Aviv Taasiot Beniyah Ltd is generating 1.8345% of daily returns and assumes 3.1446% volatility on return distribution over the 30 days horizon. Simply put, 28% of equities are less volatile than Mordechai Aviv and 67% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Mordechai Aviv Market Risk Analysis
Sharpe Ratio = 0.5834
Mordechai Aviv Relative Performance Indicators
Estimated Market Risk
Mordechai Aviv Alerts
Equity Alerts and Improvement Suggestions
|Mordechai Aviv is not yet fully synchronised with the market data|
|Mordechai Aviv appears to be very risky and stock price may revert if volatility continues|
|Mordechai Aviv has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations|
|MORDECHAI AVIV TA has accumulated about 28.49M in cash with (43.33M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.15.|
Mordechai Aviv Dividends
Mordechai Aviv Taasiot Dividends Analysis