Blue Square (Israel) Performance

BLSR -- Israel Stock  

ILS 11,730  310.00  2.57%

Macroaxis gives Blue Square performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1443 which signifies that as returns on market increase, Blue Square returns are expected to increase less than the market. However during bear market, the loss on holding Blue Square will be expected to be smaller as well.. Even though it is essential to pay attention to Blue Square Real historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards 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. Blue Square Real Estate Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Blue Square Real has expected return of -0.1786%. Please be advised to confirm Blue Square Real Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Blue Square Real past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Blue Square Real Relative Risk vs. Return Landscape

If you would invest  1,243,000  in Blue Square Real Estate Ltd on November 15, 2018 and sell it today you would lose (70,000)  from holding Blue Square Real Estate Ltd or give up 5.63% of portfolio value over 30 days. Blue Square Real Estate Ltd is generating negative expected returns and assumes 2.0835% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than Blue Square Real Estate Ltd 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, Blue Square Real Estate Ltd is expected to under-perform the market. In addition to that, the company is 1.63 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.

Blue Square Market Risk Analysis

Sharpe Ratio = -0.0857
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Blue Square Relative Performance Indicators

Estimated Market Risk
  actual daily
 18 %
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 Blue Square 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 Blue Square by adding it to a well-diversified portfolio.

Blue Square Performance Rating

Blue Square Real Estate Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Blue Square Real Estate Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Blue Square Alerts

Equity Alerts and Improvement Suggestions

Blue Square Real generates negative expected return over the last 30 days
Blue Square Real has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 2.49B in total debt with debt to equity ratio (D/E) of 138.3 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Blue Square Real Estate Ltd has Current Ratio of 0.51 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
BLUE SQUARE REAL has accumulated about 304.48M in cash with (51.49M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 26.16.

Blue Square Performance Indicators

Blue Square Real Basic Price Performance Measures

Quick Ratio0.46
Fifty Two Week Low11,680.00
Target High Price139.00
Fifty Two Week High15,250.00
Trailing Annual Dividend Yield0.04%
Target Low Price139.00
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