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 PerformanceOver 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.
|Fifty Two Week Low||800.00|
|Fifty Two Week High||1,599.00|
|Horizon||30 Days Login to change|
Compugen Ltd Relative Risk vs. Return LandscapeIf 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 (%)
Compugen Ltd Market Risk Analysis
Sharpe Ratio = -0.0238
Compugen Ltd Relative Performance Indicators
Estimated Market Risk
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.|