CYREN Ltd (Israel) Performance

CYRN -- Israel Stock  

ILS 971.90  11.00  0.01%

The firm shows Beta (market volatility) of 0.1764 which signifies that as returns on market increase, CYREN Ltd returns are expected to increase less than the market. However during bear market, the loss on holding CYREN Ltd will be expected to be smaller as well. Even though it is essential to pay attention to CYREN Ltd historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. CYREN Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. CYREN Ltd has expected return of -0.4666%. Please be advised to confirm CYREN Ltd Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if CYREN Ltd past performance will be repeated at future time.
Horizon     30 Days    Login   to change

CYREN Ltd Relative Risk vs. Return Landscape

If you would invest  110,500  in CYREN Ltd on December 21, 2018 and sell it today you would lose (13,310)  from holding CYREN Ltd or give up 12.05% of portfolio value over 30 days. CYREN Ltd is generating negative expected returns and assumes 3.1275% volatility on return distribution over the 30 days horizon. Simply put, 28% of equities are less volatile than CYREN 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, CYREN Ltd is expected to under-perform the market. In addition to that, the company is 1.58 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

CYREN Ltd Market Risk Analysis

Sharpe Ratio = -0.1492
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsCYRN

CYREN Ltd Relative Performance Indicators

Estimated Market Risk
 3.13
  actual daily
 
 28 %
of total potential
 
28
Expected Return
 -0.47
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.15
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average CYREN 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 CYREN Ltd by adding it to a well-diversified portfolio.

CYREN Ltd Performance Rating

CYREN Ltd Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

CYREN Ltd Alerts

Equity Alerts and Improvement Suggestions

CYREN Ltd is not yet fully synchronised with the market data
CYREN Ltd generates negative expected return over the last 30 days
CYREN Ltd has high historical volatility and very poor performance
The company reported revenue of 33.91M. Net Loss for the year was (21.08M) with profit before overhead, payroll, taxes, and interest of 18.9M.
CYREN has accumulated about 13.53M in cash with (8.59M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.25.

CYREN Ltd Performance Indicators

CYREN Ltd Basic Price Performance Measures

Quick Ratio0.97
Fifty Two Week Low698.70
Target High Price4.00
Fifty Two Week High1,385.00
Target Low Price4.00
Check also Trending Equities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
Search macroaxis.com