JERUSALEM ECONOMY (Israel) Performance

ECJM -- Israel Stock  

null 1,557  0.00  0.00%

JERUSALEM ECONOMY has performance score of 3 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.2895 which attests that as returns on market increase, JERUSALEM ECONOMY returns are expected to increase less than the market. However during bear market, the loss on holding JERUSALEM ECONOMY will be expected to be smaller as well. Although it is extremely important to respect JERUSALEM ECONOMY current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing JERUSALEM ECONOMY technical indicators you can now evaluate if the expected return of 0.0679% will be sustainable into the future. JERUSALEM ECONOMY currently retains a risk of 1.2118%. Please check out JERUSALEM ECONOMY Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if JERUSALEM ECONOMY will be following its current trending patterns.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in JERUSALEM ECONOMY are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, JERUSALEM ECONOMY is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low1,237.00
Fifty Two Week High1,616.00
Horizon     30 Days    Login   to change

JERUSALEM ECONOMY Relative Risk vs. Return Landscape

If you would invest  150,500  in JERUSALEM ECONOMY on October 14, 2019 and sell it today you would earn a total of  5,200  from holding JERUSALEM ECONOMY or generate 3.46% return on investment over 30 days. JERUSALEM ECONOMY is generating 0.0679% of daily returns and assumes 1.2118% volatility on return distribution over the 30 days horizon. Simply put, 10% 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 generate 1.9 times less return on investment than the market. In addition to that, the company is 1.62 times more volatile than its market benchmark. It trades about 0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

JERUSALEM ECONOMY Market Risk Analysis

Sharpe Ratio = 0.056
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JERUSALEM ECONOMY Relative Performance Indicators

Estimated Market Risk
  actual daily
 10 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 3 %
of total potential
Based on monthly moving average JERUSALEM ECONOMY is performing at about 3% 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.


Equity Alerts and Improvement Suggestions

JERUSALEM ECONOMY 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.