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.
Risk-Adjusted PerformanceCompared 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.
|Fifty Two Week Low||3,210.00|
|Fifty Two Week High||3,280.00|
|Horizon||30 Days Login to change|
Ellomay Capital Relative Risk vs. Return LandscapeIf 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 (%)
Ellomay Capital Market Risk Analysis
Sharpe Ratio = 0.2481
Ellomay Capital Relative Performance Indicators
Estimated Market Risk
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.|