CIM Commercial (Israel) Performance

CMCTP -- Israel Stock  

null 9,698  62.00  0.64%

CIM Commercial has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0086 which signifies that as returns on market increase, returns on owning CIM Commercial are expected to decrease at a much smaller rate. During bear market, CIM Commercial is likely to outperform the market.. Although it is extremely important to respect CIM Commercial Trust historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing CIM Commercial Trust technical indicators you can today evaluate if the expected return of 0.0393% will be sustainable into the future. CIM Commercial Trust now shows a risk of 0.441%. Please confirm CIM Commercial Trust Downside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if CIM Commercial Trust will be following its price patterns.
Horizon     30 Days    Login   to change

CIM Commercial Trust Relative Risk vs. Return Landscape

If you would invest  963,500  in CIM Commercial Trust Corporation on September 20, 2018 and sell it today you would earn a total of  6,300  from holding CIM Commercial Trust Corporation or generate 0.65% return on investment over 30 days. CIM Commercial Trust Corporation is generating 0.0393% of daily returns and assumes 0.441% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than CIM Commercial Trust Corporation 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, CIM Commercial Trust Corporation is expected to generate 0.41 times more return on investment than the market. However, the company is 2.41 times less risky than the market. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

CIM Commercial Market Risk Analysis

Sharpe Ratio = 0.089
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CIM Commercial Relative Performance Indicators

Estimated Market Risk
 0.44
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.04
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.09
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average CIM Commercial is performing at about 5% 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 CIM Commercial by adding it to a well-diversified portfolio.

CIM Commercial Performance Rating

CIM Commercial Trust Corporation Risk Adjusted Performance Analysis

5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CIM Commercial Trust Corporation are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

CIM Commercial Alerts

Equity Alerts and Improvement Suggestions

CIM Commercial Trust is not yet fully synchronised with the market data
CIM Commercial Trust has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Check also Trending Equities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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