Elbit Imaging (Israel) Performance

EMITF -- Israel Stock  

ILS 762.80  22.10  2.82%

Elbit Imaging has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0567 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.. Although it is extremely important to respect Elbit Imaging historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in 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. By reviewing Elbit Imaging technical indicators you can presently evaluate if the expected return of 0.0881% will be sustainable into the future. Elbit Imaging right now shows a risk of 1.598%. Please confirm Elbit Imaging Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Elbit Imaging will be following its price patterns.
Horizon     30 Days    Login   to change

Elbit Imaging Relative Risk vs. Return Landscape

If you would invest  77,540  in Elbit Imaging Ltd on September 18, 2018 and sell it today you would earn a total of  950.00  from holding Elbit Imaging Ltd or generate 1.23% return on investment over 30 days. Elbit Imaging Ltd is generating 0.0881% of daily returns and assumes 1.598% volatility on return distribution over the 30 days horizon. Simply put, 14% 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 generate 1.5 times more return on investment than the market. However, the company is 1.5 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Elbit Imaging Market Risk Analysis

Sharpe Ratio = 0.0551
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Elbit Imaging Relative Performance Indicators

Estimated Market Risk
 1.6
  actual daily
 
 86 %
of total potential
  
Expected Return
 0.09
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Elbit Imaging is performing at about 3% 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

3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Elbit Imaging Ltd are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

Elbit Imaging Alerts

Equity Alerts and Improvement Suggestions

Elbit Imaging has high likelihood to experience some financial distress in the next 2 years
The company has accumulated 670.52 M 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 365.75 M. Net Loss for the year was (154.2 M) with profit before overhead, payroll, taxes, and interest of 12.09 M.
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Elbit Imaging Performance Indicators

Elbit Imaging Basic Price Performance Measures

Quick Ratio0.28
Fifty Two Week Low700.10
Fifty Two Week High1,057.00
Payout Ratio0.00%
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