Dexia Israel (Israel) Performance

DXIL -- Israel Stock  

ILS 67,890  80.00  0.12%

The firm shows Beta (market volatility) of -0.1455 which denotes to the fact that as returns on market increase, returns on owning Dexia Israel are expected to decrease at a much smaller rate. During bear market, Dexia Israel is likely to outperform the market. Even though it is essential to pay attention to Dexia Israel Bank historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dexia Israel Bank Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Dexia Israel Bank has expected return of -0.2534%. Please be advised to confirm Dexia Israel Bank Treynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to decide if Dexia Israel Bank past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Dexia Israel Bank Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in May 2019. The current disturbance may also be a sign of long term up-swing for the company investors.
Fifty Two Week Low56,190.00
Fifty Two Week High72,490.00
Trailing Annual Dividend Yield0.13%
Horizon     30 Days    Login   to change

Dexia Israel Bank Relative Risk vs. Return Landscape

If you would invest  6,937,000  in Dexia Israel Bank Ltd on March 21, 2019 and sell it today you would lose (140,000)  from holding Dexia Israel Bank Ltd or give up 2.02% of portfolio value over 30 days. Dexia Israel Bank Ltd is generating negative expected returns and assumes 0.5149% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Dexia Israel 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, Dexia Israel is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.11 times less risky than the market. the firm trades about -0.49 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

Dexia Israel Market Risk Analysis

Sharpe Ratio = -0.4921
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Dexia Israel Relative Performance Indicators

Estimated Market Risk
 0.51
  actual daily
 
 4 %
of total potential
 
4
Expected Return
 -0.25
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.49
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Dexia Israel 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 Dexia Israel by adding it to a well-diversified portfolio.

Dexia Israel Alerts

Equity Alerts and Improvement Suggestions

Dexia Israel Bank is not yet fully synchronised with the market data
Dexia Israel Bank generates negative expected return over the last 30 days
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