Elbit Systems (Israel) Performance

ESLT -- Israel Stock  

ILS 50,990  1,000.00  2.00%

On a scale of 0 to 100 Elbit Systems holds performance score of 16. The firm shows Beta (market volatility) of 0.0131 which denotes to the fact that as returns on market increase, Elbit Systems returns are expected to increase less than the market. However during bear market, the loss on holding Elbit Systems will be expected to be smaller as well. Although it is vital to follow to Elbit Systems 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. By reviewing Elbit Systems technical indicators you can presently evaluate if the expected return of 0.3609% will be sustainable into the future. Please utilizes Elbit Systems Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to make a quick decision on weather Elbit Systems price patterns will revert.
1616

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Elbit Systems Ltd are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Elbit Systems sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.69
Fifty Two Week Low40,050.00
Target High Price105.00
Fifty Two Week High52,450.00
Payout Ratio36.36%
Target Low Price95.37
Horizon     30 Days    Login   to change

Elbit Systems Relative Risk vs. Return Landscape

If you would invest  4,576,000  in Elbit Systems Ltd on April 22, 2019 and sell it today you would earn a total of  523,000  from holding Elbit Systems Ltd or generate 11.43% return on investment over 30 days. Elbit Systems Ltd is generating 0.3609% of daily returns and assumes 1.5306% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Elbit Systems and 94% 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 Systems is expected to generate 2.35 times more return on investment than the market. However, the company is 2.35 times more volatile than its market benchmark. It trades about 0.24 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Elbit Systems Market Risk Analysis

Sharpe Ratio = 0.2358
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Elbit Systems Relative Performance Indicators

Estimated Market Risk
 1.53
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.36
  actual daily
 
 6 %
of total potential
 
66
Risk-Adjusted Return
 0.24
  actual daily
 
 16 %
of total potential
 
1616
Based on monthly moving average Elbit Systems is performing at about 16% 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 Systems by adding it to a well-diversified portfolio.

Elbit Systems Dividends

Elbit Systems Dividends Analysis

Check Elbit Systems dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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