ELBIT SYSTEMS (Israel) Performance

ESLT -- Israel Stock  

ILS 55,100  200.00  0.36%

ELBIT SYSTEMS has performance score of 3 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of -0.0036 which denotes to the fact that as returns on market increase, returns on owning ELBIT SYSTEMS are expected to decrease at a much smaller rate. During bear market, ELBIT SYSTEMS is likely to outperform the market. Although it is extremely important to respect ELBIT SYSTEMS LTD existing price patterns, it is better to be realistic regarding the information on equity price 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 LTD technical indicators you can right now evaluate if the expected return of 0.0796% will be sustainable into the future. ELBIT SYSTEMS LTD at this time owns a risk of 1.4397%. Please confirm ELBIT SYSTEMS LTD Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if ELBIT SYSTEMS LTD will be following its current price history.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ELBIT SYSTEMS LTD are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, ELBIT SYSTEMS is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio0.74
Fifty Two Week Low40,600.00
Target High Price105.00
Fifty Two Week High58,640.00
Payout Ratio44.78%
Target Low Price95.37
Horizon     30 Days    Login   to change

ELBIT SYSTEMS LTD Relative Risk vs. Return Landscape

If you would invest  5,351,661  in ELBIT SYSTEMS LTD on October 21, 2019 and sell it today you would earn a total of  158,339  from holding ELBIT SYSTEMS LTD or generate 2.96% return on investment over 30 days. ELBIT SYSTEMS LTD is generating 0.0796% of daily returns and assumes 1.4397% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than ELBIT SYSTEMS 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 SYSTEMS is expected to generate 1.17 times less return on investment than the market. In addition to that, the company is 2.01 times more volatile than its market benchmark. It trades about 0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of volatility.

ELBIT SYSTEMS Market Risk Analysis

Sharpe Ratio = 0.0553
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ELBIT SYSTEMS Relative Performance Indicators

Estimated Market Risk
  actual daily
 12 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 3 %
of total potential
Based on monthly moving average ELBIT SYSTEMS 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 SYSTEMS by adding it to a well-diversified portfolio.


Equity Alerts and Improvement Suggestions


ELBIT SYSTEMS LTD Dividends Analysis

Check ELBIT SYSTEMS LTD dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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