Ellomay Capital (Israel) Performance

ELLO -- Israel Stock  

ILS 3,192  0.00  0.00%

On a scale of 0 to 100 Ellomay Capital holds performance score of 49. The firm shows Beta (market volatility) of -0.1651 which denotes to the fact that as returns on market increase, returns on owning Ellomay Capital are expected to decrease at a much smaller rate. During bear market, Ellomay Capital is likely to outperform the market.. Although it is vital to follow to Ellomay Capital historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting 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. We have found twenty-one technical indicators for Ellomay Capital Ltd which you can use to evaluate performance of the firm. Please utilizes Ellomay Capital Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to make a quick decision on weather Ellomay Capital price patterns will revert.
Horizon     30 Days    Login   to change

Ellomay Capital Relative Risk vs. Return Landscape

If you would invest  312,200  in Ellomay Capital Ltd on November 14, 2018 and sell it today you would earn a total of  7,000  from holding Ellomay Capital Ltd or generate 2.24% return on investment over 30 days. Ellomay Capital Ltd is generating 0.558% of daily returns and assumes 0.7565% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Ellomay Capital Ltd and 90% 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, Ellomay Capital Ltd is expected to generate 0.58 times more return on investment than the market. However, the company is 1.72 times less risky than the market. It trades about 0.74 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Ellomay Capital Market Risk Analysis

Sharpe Ratio = 0.7376
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Ellomay Capital Relative Performance Indicators

Estimated Market Risk
 0.76
  actual daily
 
 6 %
of total potential
 
6
Expected Return
 0.56
  actual daily
 
 10 %
of total potential
 
10
Risk-Adjusted Return
 0.74
  actual daily
 
 49 %
of total potential
 
49
Based on monthly moving average Ellomay Capital is performing at about 49% 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 Ellomay Capital by adding it to a well-diversified portfolio.

Ellomay Capital Performance Rating

Ellomay Capital Ltd Risk Adjusted Performance Analysis

49

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ellomay Capital Ltd are ranked lower than 49 (%) of all global equities and portfolios over the last 30 days.

Ellomay Capital Alerts

Equity Alerts and Improvement Suggestions

Ellomay Capital is not yet fully synchronised with the market data
Ellomay Capital has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company reported revenue of 17.5M. Net Loss for the year was (2.15M) with profit before overhead, payroll, taxes, and interest of 8.35M.

Ellomay Capital Performance Indicators

Ellomay Capital Basic Price Performance Measures

Quick Ratio4.00
Fifty Two Week Low3,122.00
Fifty Two Week High3,143.00
Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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