|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.
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 (%)
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
Jerusalem Economy Relative Performance Indicators
Estimated Market Risk
| || |
| || |
| || |
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
Over the last 30 days Jerusalem Economy Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
|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|
|Fifty Two Week Low||788.60|
|Target High Price||50.00|
|Fifty Two Week High||1,067.00|
|Trailing Annual Dividend Yield||0.21%|
|Target Low Price||47.00|
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.