Y H (Israel) Performance

DIMRI -- Israel Stock  

ILS 5,717  51.00  0.88%

Macroaxis gives Y H performance score of 0 on a scale of 0 to 100. The corporation maintains market beta of -0.1556 which attests that as returns on market increase, returns on owning Y H are expected to decrease at a much smaller rate. During bear market, Y H is likely to outperform the market.. Even though it is essential to pay attention to Y H Dimri historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis approach towards determining 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. Y H Dimri exposes twenty-one different technical indicators which can help you to evaluate its performance. Y H Dimri has expected return of -0.1024%. Please be advised to check out Y H Dimri Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Y H Dimri past performance will be repeated sooner or later.
Horizon     30 Days    Login   to change

Y H Dimri Relative Risk vs. Return Landscape

If you would invest  578,600  in Y H Dimri Construction Development Ltd on September 19, 2018 and sell it today you would lose (6,900)  from holding Y H Dimri Construction Development Ltd or give up 1.19% of portfolio value over 30 days. Y H Dimri Construction Development Ltd is generating negative expected returns and assumes 1.1974% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Y H Dimri Construction Development 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, Y H Dimri Construction Development Ltd is expected to generate 1.13 times more return on investment than the market. However, the company is 1.13 times more volatile than its market benchmark. 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.

Y H Market Risk Analysis

Sharpe Ratio = -0.0855
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Y H Relative Performance Indicators

Estimated Market Risk
 1.2
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.1
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Y H 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 Y H by adding it to a well-diversified portfolio.

Y H Performance Rating

Y H Dimri Construction Development Ltd Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

Over the last 30 days Y H Dimri Construction Development Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Y H Alerts

Equity Alerts and Improvement Suggestions

Y H Dimri is not yet fully synchronised with the market data
Y H Dimri generates negative expected return over the last 30 days
Y H Dimri has high likelihood to experience some financial distress in the next 2 years
Y H Dimri has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Additionally see Investing Opportunities. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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