Elspec Engineering (Israel) Performance

ELSPC -- Israel Stock  

ILS 205.40  4.50  2.14%

On a scale of 0 to 100 Elspec Engineering holds performance score of 7. The firm shows Beta (market volatility) of -1.5798 which denotes to the fact that as returns on market increase, returns on owning Elspec Engineering are expected to decrease by larger amounts. On the other hand, during market turmoil, Elspec Engineering is expected to significantly outperform it.. Although it is vital to follow to Elspec Engineering 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 Elspec Engineering Ltd which you can use to evaluate performance of the firm. Please utilizes Elspec Engineering Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Elspec Engineering price patterns will revert.
Horizon     30 Days    Login   to change

Elspec Engineering Relative Risk vs. Return Landscape

If you would invest  19,460  in Elspec Engineering Ltd on September 23, 2018 and sell it today you would earn a total of  1,080  from holding Elspec Engineering Ltd or generate 5.55% return on investment over 30 days. Elspec Engineering Ltd is generating 0.6828% of daily returns and assumes 5.6626% volatility on return distribution over the 30 days horizon. Simply put, 51% of equities are less volatile than Elspec Engineering Ltd and 88% 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 generate 5.33 times more return on investment than the market. However, the company is 5.33 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Elspec Engineering Market Risk Analysis

Sharpe Ratio = 0.1206
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Elspec Engineering Relative Performance Indicators

Estimated Market Risk
 5.66
  actual daily
 
 49 %
of total potential
  
Expected Return
 0.68
  actual daily
 
 12 %
of total potential
  
Risk-Adjusted Return
 0.12
  actual daily
 
 7 %
of total potential
  
Based on monthly moving average Elspec Engineering is performing at about 7% 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

7 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Elspec Engineering Ltd are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days.

Elspec Engineering Alerts

Equity Alerts and Improvement Suggestions

Elspec Engineering is not yet fully synchronised with the market data
Elspec Engineering appears to be very risky and stock price may revert if volatility continues
Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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