Ellomay Capital (Israel) Performance

ELLO -- Israel Stock  

ILS 3,270  18.00  0.55%

Ellomay Capital holds performance score of 16 on a scale of zero to a hundred. The firm shows Beta (market volatility) of -0.1164 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. Macroaxis philosophy towards predicting future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Ellomay Capital Ltd expected return of 1.2673 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Ellomay Capital Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to analyze future returns on Ellomay Capital.
16

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ellomay Capital Ltd are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Ellomay Capital sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio2.44
Fifty Two Week Low3,210.00
Fifty Two Week High3,280.00
Horizon     30 Days    Login   to change

Ellomay Capital Relative Risk vs. Return Landscape

If you would invest  312,100  in Ellomay Capital Ltd on March 20, 2019 and sell it today you would earn a total of  14,900  from holding Ellomay Capital Ltd or generate 4.77% return on investment over 30 days. Ellomay Capital Ltd is generating 1.2673% of daily returns and assumes 5.109% volatility on return distribution over the 30 days horizon. Simply put, 45% of equities are less volatile than Ellomay Capital and 77% 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 is expected to generate 8.77 times more return on investment than the market. However, the company is 8.77 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Ellomay Capital Market Risk Analysis

Sharpe Ratio = 0.2481
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Ellomay Capital Relative Performance Indicators

Estimated Market Risk
 5.11
  actual daily
 
 45 %
of total potential
 
45
Expected Return
 1.27
  actual daily
 
 23 %
of total potential
 
23
Risk-Adjusted Return
 0.25
  actual daily
 
 16 %
of total potential
 
16
Based on monthly moving average Ellomay Capital is performing at about 16% 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 Alerts

Equity Alerts and Improvement Suggestions

Ellomay Capital is not yet fully synchronised with the market data
Ellomay Capital appears to be very risky and stock price may revert if volatility continues
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 19.5M. Net Loss for the year was (2.14M) with profit before overhead, payroll, taxes, and interest of 8.35M.
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