Camtek Ltd (Israel) Performance

CAMT -- Israel Stock  

ILS 3,020  190.00  5.92%

Macroaxis gives Camtek Ltd performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.1962 which signifies that as returns on market increase, returns on owning Camtek Ltd are expected to decrease by larger amounts. On the other hand, during market turmoil, Camtek Ltd is expected to significantly outperform it.. Even though it is essential to pay attention to Camtek Ltd 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. Camtek Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Camtek Ltd has expected return of -0.2038%. Please be advised to confirm Camtek Ltd Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if Camtek Ltd past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Camtek Ltd Relative Risk vs. Return Landscape

If you would invest  310,500  in Camtek Ltd on September 18, 2018 and sell it today you would lose (8,500)  from holding Camtek Ltd or give up 2.74% of portfolio value over 30 days. Camtek Ltd is generating negative expected returns and assumes 3.2642% volatility on return distribution over the 30 days horizon. Simply put, 29% of equities are less volatile than Camtek 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, Camtek Ltd is expected to under-perform the market. In addition to that, the company is 3.13 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

Camtek Ltd Market Risk Analysis

Sharpe Ratio = -0.0624
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsCAMT

Camtek Ltd Relative Performance Indicators

Estimated Market Risk
 3.26
  actual daily
 
 71 %
of total potential
  
Expected Return
 -0.2
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.06
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Camtek Ltd 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 Camtek Ltd by adding it to a well-diversified portfolio.

Camtek Ltd Performance Rating

Camtek Ltd Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

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

Camtek Ltd Alerts

Equity Alerts and Improvement Suggestions

Camtek Ltd is not yet fully synchronised with the market data
Camtek Ltd generates negative expected return over the last 30 days
Camtek Ltd has high historical volatility and very poor performance

Camtek Ltd Dividends

Camtek Ltd Dividends Analysis

Check Camtek Ltd dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
Search macroaxis.com