Elbit Imaging (Israel) Performance

EMITF -- Israel Stock  

ILS 347.90  9.70  2.71%

On a scale of 0 to 100 Elbit Imaging holds performance score of 8. The firm shows Beta (market volatility) of 1.5982 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Elbit Imaging will likely underperform. Although it is vital to follow to Elbit Imaging historical returns, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Elbit Imaging Ltd which you can use to evaluate performance of the firm. Please utilizes Elbit Imaging Information Ratio, and the relationship between Downside Deviation and Value At Risk to make a quick decision on weather Elbit Imaging price patterns will revert.
8

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Elbit Imaging Ltd are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days. In spite of comparatively weak essential indicators, Elbit Imaging unveiled solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.28
Fifty Two Week Low263.40
Fifty Two Week High957.40
Horizon     30 Days    Login   to change

Elbit Imaging Relative Risk vs. Return Landscape

If you would invest  31,890  in Elbit Imaging Ltd on March 20, 2019 and sell it today you would earn a total of  3,870  from holding Elbit Imaging Ltd or generate 12.14% return on investment over 30 days. Elbit Imaging Ltd is generating 0.7444% of daily returns and assumes 5.5297% volatility on return distribution over the 30 days horizon. Simply put, 49% of equities are less volatile than Elbit Imaging and 87% 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 is expected to generate 9.49 times more return on investment than the market. However, the company is 9.49 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Elbit Imaging Market Risk Analysis

Sharpe Ratio = 0.1346
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Elbit Imaging Relative Performance Indicators

Estimated Market Risk
 5.53
  actual daily
 
 49 %
of total potential
 
49
Expected Return
 0.74
  actual daily
 
 13 %
of total potential
 
13
Risk-Adjusted Return
 0.13
  actual daily
 
 8 %
of total potential
 
8
Based on monthly moving average Elbit Imaging is performing at about 8% 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 Alerts

Equity Alerts and Improvement Suggestions

Elbit Imaging appears to be very risky and stock price may revert if volatility continues
Elbit Imaging has high likelihood to experience some financial distress in the next 2 years
The company has accumulated 670.52M in total debt. Elbit Imaging 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.
The entity reported revenue of 365.75M. Net Loss for the year was (154.2M) with profit before overhead, payroll, taxes, and interest of 12.09M.
Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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