Brack Capital (Israel) Performance

BCNV -- Israel Stock  

ILS 37,540  1,190  3.07%

Macroaxis gives Brack Capital performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0917 which signifies that as returns on market increase, Brack Capital returns are expected to increase less than the market. However during bear market, the loss on holding Brack Capital will be expected to be smaller as well.. Even though it is essential to pay attention to Brack Capital Proper 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. Brack Capital Properties NV exposes twenty-one different technical indicators which can help you to evaluate its performance. Brack Capital Proper has expected return of -0.2815%. Please be advised to confirm Brack Capital Proper Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if Brack Capital Proper past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Brack Capital Proper Relative Risk vs. Return Landscape

If you would invest  4,091,000  in Brack Capital Properties NV on November 15, 2018 and sell it today you would lose (337,000)  from holding Brack Capital Properties NV or give up 8.24% of portfolio value over 30 days. Brack Capital Properties NV is generating negative expected returns and assumes 0.9746% volatility on return distribution over the 30 days horizon. Simply put, 8% of equities are less volatile than Brack Capital Properties NV 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, Brack Capital Properties NV is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.33 times less risky than the market. the firm trades about -0.29 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 of returns per unit of risk over similar time horizon.

Brack Capital Market Risk Analysis

Sharpe Ratio = -0.2889
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Brack Capital Relative Performance Indicators

Estimated Market Risk
  actual daily
 8 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Brack Capital 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 Brack Capital by adding it to a well-diversified portfolio.

Brack Capital Performance Rating

Brack Capital Properties NV Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Brack Capital Properties NV has generated negative risk-adjusted returns adding no value to investors with long positions.

Brack Capital Alerts

Equity Alerts and Improvement Suggestions

Brack Capital Proper generates negative expected return over the last 30 days
Brack Capital Proper has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
BRACK CAP PROP has accumulated about 103.47M in cash with (64.69M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 13.39.

Brack Capital Performance Indicators

Brack Capital Proper Basic Price Performance Measures

Quick Ratio0.73
Fifty Two Week Low37,510.00
Target High Price329.00
Fifty Two Week High43,180.00
Target Low Price329.00
Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.