Brack Capital (Israel) Performance

BCNV -- Israel Stock  

ILS 39,280  130.00  0.33%

On a scale of 0 to 100 Brack Capital holds performance score of 10. The firm shows Beta (market volatility) of -0.0725 which signifies that as returns on market increase, returns on owning Brack Capital are expected to decrease at a much smaller rate. During bear market, Brack Capital is likely to outperform the market. Although it is extremely important to respect Brack Capital Proper 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 Brack Capital Proper technical indicators you can presently evaluate if the expected return of 0.2245% will be sustainable into the future. Please makes use of Brack Capital Proper Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to make a quick decision on weather Brack Capital price patterns will revert.
10

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Brack Capital Properties NV are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Brack Capital sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.22
Fifty Two Week Low33,770.00
Target High Price329.00
Fifty Two Week High42,850.00
Target Low Price329.00
Horizon     30 Days    Login   to change

Brack Capital Proper Relative Risk vs. Return Landscape

If you would invest  3,747,000  in Brack Capital Properties NV on March 24, 2019 and sell it today you would earn a total of  181,000  from holding Brack Capital Properties NV or generate 4.83% return on investment over 30 days. Brack Capital Properties NV is generating 0.2245% of daily returns and assumes 1.4317% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than Brack Capital and 96% 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, Brack Capital is expected to generate 2.46 times more return on investment than the market. However, the company is 2.46 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly 0.09 per unit of risk.

Brack Capital Market Risk Analysis

Sharpe Ratio = 0.1568
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsBCNV
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Brack Capital Relative Performance Indicators

Estimated Market Risk
 1.43
  actual daily
 
 12 %
of total potential
 
12
Expected Return
 0.22
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
 
10
Based on monthly moving average Brack Capital is performing at about 10% 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 Brack Capital by adding it to a well-diversified portfolio.

Brack Capital Alerts

Equity Alerts and Improvement Suggestions

Brack Capital Proper is not yet fully synchronised with the market data
Brack Capital Proper has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 1.04B in total debt with debt to equity ratio (D/E) of 109.1 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Brack Capital Proper has Current Ratio of 0.52 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
BRACK CAP PROP has accumulated about 38.14M in cash with (77.1M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 4.95.
Check also Trending Equities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Search macroaxis.com