Elbit Imaging (Israel) Performance

EMITF -- Israel Stock  

ILS 635.00  25.00  3.79%

Macroaxis gives Elbit Imaging performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.8372 which denotes to the fact that as returns on market increase, Elbit Imaging returns are expected to increase less than the market. However during bear market, the loss on holding Elbit Imaging will be expected to be smaller as well.. Even though it is essential to pay attention to Elbit Imaging historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in 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. Elbit Imaging Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Elbit Imaging has expected return of -0.9897%. Please be advised to confirm Elbit Imaging Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Elbit Imaging past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Elbit Imaging Relative Risk vs. Return Landscape

If you would invest  76,280  in Elbit Imaging Ltd on November 14, 2018 and sell it today you would lose (12,780)  from holding Elbit Imaging Ltd or give up 16.75% of portfolio value over 30 days. Elbit Imaging Ltd is generating negative expected returns and assumes 4.1393% volatility on return distribution over the 30 days horizon. Simply put, 37% of equities are less volatile than Elbit Imaging 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, Elbit Imaging Ltd is expected to under-perform the market. In addition to that, the company is 3.23 times more volatile than its market benchmark. It trades about -0.24 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Elbit Imaging Market Risk Analysis

Sharpe Ratio = -0.2391
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Elbit Imaging Relative Performance Indicators

Estimated Market Risk
 4.14
  actual daily
 
 37 %
of total potential
 
37
Expected Return
 -0.99
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.24
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Elbit Imaging 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 Elbit Imaging by adding it to a well-diversified portfolio.

Elbit Imaging Performance Rating

Elbit Imaging Ltd Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

Elbit Imaging Alerts

Equity Alerts and Improvement Suggestions

Elbit Imaging is not yet fully synchronised with the market data
Elbit Imaging generates negative expected return over the last 30 days
Elbit Imaging has high historical volatility and very poor performance
The company has accumulated 670.52M in total debt. Elbit Imaging Ltd has Current Ratio of 0.27 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
This company reported revenue of 365.75M. Net Loss for the year was (154.2M) with profit before overhead, payroll, taxes, and interest of 12.09M.

Elbit Imaging Performance Indicators

Elbit Imaging Basic Price Performance Measures

Quick Ratio0.28
Fifty Two Week Low597.50
Fifty Two Week High1,057.00
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