CYREN Ltd (Israel) Performance

CYRN -- Israel Stock  

ILS 1,160  0.00  0.00%

CYREN Ltd holds performance score of 23 on a scale of zero to a hundred. The firm shows Beta (market volatility) of -0.2474 which signifies that as returns on market increase, returns on owning CYREN Ltd are expected to decrease at a much smaller rate. During bear market, CYREN Ltd is likely to outperform the market.. Although it is vital to follow to CYREN Ltd historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if CYREN Ltd expected return of 1.118 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use CYREN Ltd Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to analyze future returns on CYREN Ltd.
Horizon     30 Days    Login   to change

CYREN Ltd Relative Risk vs. Return Landscape

If you would invest  98,840  in CYREN Ltd on September 17, 2018 and sell it today you would earn a total of  17,160  from holding CYREN Ltd or generate 17.36% return on investment over 30 days. CYREN Ltd is generating 1.118% of daily returns and assumes 3.186% volatility on return distribution over the 30 days horizon. Simply put, 28% of equities are less volatile than CYREN Ltd and 79% 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, CYREN Ltd is expected to generate 3.02 times more return on investment than the market. However, the company is 3.02 times more volatile than its market benchmark. It trades about 0.35 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

CYREN Ltd Market Risk Analysis

Sharpe Ratio = 0.3509
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CYREN Ltd Relative Performance Indicators

Estimated Market Risk
 3.19
  actual daily
 
 72 %
of total potential
  
Expected Return
 1.12
  actual daily
 
 21 %
of total potential
  
Risk-Adjusted Return
 0.35
  actual daily
 
 23 %
of total potential
  
Based on monthly moving average CYREN Ltd is performing at about 23% 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 CYREN Ltd by adding it to a well-diversified portfolio.

CYREN Ltd Performance Rating

CYREN Ltd Risk Adjusted Performance Analysis

23 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in CYREN Ltd are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.

CYREN Ltd Alerts

Equity Alerts and Improvement Suggestions

CYREN Ltd is not yet fully synchronised with the market data
CYREN Ltd appears to be very risky and stock price may revert if volatility continues
The company reported revenue of 31.91 M. Net Loss for the year was (20.08 M) with profit before overhead, payroll, taxes, and interest of 18.9 M.
CYREN has accumulated about 16.63 M in cash with (6.6 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.31.

CYREN Ltd Performance Indicators

CYREN Ltd Basic Price Performance Measures

Quick Ratio1.16
Fifty Two Week Low580.00
Target High Price4.00
Fifty Two Week High1,178.00
Payout Ratio0.00%
Target Low Price4.00
Check also Trending Equities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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