Compugen Ltd (Israel) Performance

CGEN -- Israel Stock  

ILS 1,188  96.00  7.48%

The firm shows Beta (market volatility) of 0.4719 which signifies that as returns on market increase, Compugen Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Compugen Ltd will be expected to be smaller as well. Even though it is essential to pay attention to Compugen 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. Compugen Ltd exposes twenty-eight different technical indicators which can help you to evaluate its performance. Compugen Ltd has expected return of -0.1329%. Please be advised to confirm Compugen Ltd Coefficient Of Variation, Jensen Alpha, Sortino Ratio, as well as the relationship between Information Ratio and Total Risk Alpha to decide if Compugen Ltd past performance will be repeated at some point in the near future.

Risk-Adjusted Performance

Over the last 30 days Compugen Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Quick Ratio4.52
Fifty Two Week Low800.00
Fifty Two Week High1,599.00
Horizon     30 Days    Login   to change

Compugen Ltd Relative Risk vs. Return Landscape

If you would invest  127,100  in Compugen Ltd on March 20, 2019 and sell it today you would lose (8,300)  from holding Compugen Ltd or give up 6.53% of portfolio value over 30 days. Compugen Ltd is generating negative expected returns and assumes 5.5879% volatility on return distribution over the 30 days horizon. Simply put, 49% of equities are less volatile than Compugen 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, Compugen Ltd is expected to under-perform the market. In addition to that, the company is 9.59 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Compugen Ltd Market Risk Analysis

Sharpe Ratio = -0.0238
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Compugen Ltd Relative Performance Indicators

Estimated Market Risk
  actual daily
 49 %
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 Compugen 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 Compugen Ltd by adding it to a well-diversified portfolio.

Compugen Ltd Alerts

Equity Alerts and Improvement Suggestions

Compugen Ltd generates negative expected return over the last 30 days
Compugen Ltd has high historical volatility and very poor performance
The company reported revenue of 17.8M. Net Loss for the year was (22.6M) with profit before overhead, payroll, taxes, and interest of 16.77M.
COMPUGEN has accumulated about 45.07M in cash with (13.29M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.75.
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