Elspec Engineering (Israel) Performance

ELSPC -- Israel Stock  

ILS 177.20  5.20  3.02%

Macroaxis gives Elspec Engineering performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5208 which denotes to the fact that as returns on market increase, returns on owning Elspec Engineering are expected to decrease at a much smaller rate. During bear market, Elspec Engineering is likely to outperform the market.. Even though it is essential to pay attention to Elspec Engineering historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Elspec Engineering Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Elspec Engineering has expected return of -0.5583%. Please be advised to confirm Elspec Engineering Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to decide if Elspec Engineering past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Elspec Engineering Relative Risk vs. Return Landscape

If you would invest  19,470  in Elspec Engineering Ltd on November 18, 2018 and sell it today you would lose (2,840)  from holding Elspec Engineering Ltd or give up 14.59% of portfolio value over 30 days. Elspec Engineering Ltd is generating negative expected returns and assumes 2.1898% volatility on return distribution over the 30 days horizon. Simply put, 19% of equities are less volatile than Elspec Engineering Ltd 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, Elspec Engineering Ltd is expected to under-perform the market. In addition to that, the company is 1.64 times more volatile than its market benchmark. It trades about -0.25 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of volatility.

Elspec Engineering Market Risk Analysis

Sharpe Ratio = -0.255
Good Returns
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Negative ReturnsELSPC

Elspec Engineering Relative Performance Indicators

Estimated Market Risk
  actual daily
 19 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Elspec Engineering 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 Elspec Engineering by adding it to a well-diversified portfolio.

Elspec Engineering Performance Rating

Elspec Engineering Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Elspec Engineering Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Elspec Engineering Alerts

Equity Alerts and Improvement Suggestions

Elspec Engineering is not yet fully synchronised with the market data
Elspec Engineering generates negative expected return over the last 30 days

Elspec Engineering Performance Indicators

Elspec Engineering Basic Price Performance Measures

Quick Ratio1.87
Fifty Two Week Low166.00
Fifty Two Week High285.00
Trailing Annual Dividend Yield0.45%
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