Jerusalem Economy (Israel) Performance

ECJM -- Israel Stock  

ILS 909.00  1.00  0.00%

The company retains Market Volatility (i.e. Beta) of -0.1515 which attests that as returns on market increase, returns on owning Jerusalem Economy are expected to decrease at a much smaller rate. During bear market, Jerusalem Economy is likely to outperform the market. Even though it is essential to pay attention to Jerusalem Economy current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy 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. Jerusalem Economy exposes twenty-one different technical indicators which can help you to evaluate its performance. Jerusalem Economy has expected return of -0.2707%. Please be advised to check out Jerusalem Economy Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Jerusalem Economy past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Jerusalem Economy Relative Risk vs. Return Landscape

If you would invest  98,500  in Jerusalem Economy Ltd on December 23, 2018 and sell it today you would lose (7,600)  from holding Jerusalem Economy Ltd or give up 7.72% of portfolio value over 30 days. Jerusalem Economy Ltd is generating negative expected returns and assumes 2.335% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than Jerusalem Economy 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, Jerusalem Economy is expected to under-perform the market. In addition to that, the company is 1.18 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

Jerusalem Economy Market Risk Analysis

Sharpe Ratio = -0.1159
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsECJM

Jerusalem Economy Relative Performance Indicators

Estimated Market Risk
 2.34
  actual daily
 
 21 %
of total potential
 
21
Expected Return
 -0.27
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.12
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Jerusalem Economy 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 Jerusalem Economy by adding it to a well-diversified portfolio.

Jerusalem Economy Performance Rating

Jerusalem Economy Ltd Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

Jerusalem Economy Alerts

Equity Alerts and Improvement Suggestions

Jerusalem Economy generates negative expected return over the last 30 days
Jerusalem Economy has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

Jerusalem Economy Performance Indicators

Jerusalem Economy Basic Price Performance Measures

Quick Ratio1.04
Fifty Two Week Low788.60
Target High Price50.00
Fifty Two Week High1,067.00
Trailing Annual Dividend Yield0.21%
Target Low Price47.00
Additionally see Investing Opportunities. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com