Gan Shmuel (Israel) Performance

GSFI -- Israel Stock  

ILS 3,404  37.00  1.08%

Gan Shmuel has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.3764 which attests that as returns on market increase, returns on owning Gan Shmuel are expected to decrease at a much smaller rate. During bear market, Gan Shmuel is likely to outperform the market.. Although it is extremely important to respect Gan Shmuel Foods current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Gan Shmuel Foods technical indicators you can presently evaluate if the expected return of 0.0313% will be sustainable into the future. Gan Shmuel Foods right now retains a risk of 1.7064%. Please check out Gan Shmuel Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Gan Shmuel will be following its current trending patterns.
Horizon     30 Days    Login   to change

Gan Shmuel Foods Relative Risk vs. Return Landscape

If you would invest  338,600  in Gan Shmuel Foods Ltd on November 15, 2018 and sell it today you would earn a total of  1,800  from holding Gan Shmuel Foods Ltd or generate 0.53% return on investment over 30 days. Gan Shmuel Foods Ltd is generating 0.0313% of daily returns and assumes 1.7064% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Gan Shmuel Foods 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, Gan Shmuel Foods Ltd is expected to generate 1.34 times more return on investment than the market. However, the company is 1.34 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.

Gan Shmuel Market Risk Analysis

Sharpe Ratio = 0.0183
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Gan Shmuel Relative Performance Indicators

Estimated Market Risk
 1.71
  actual daily
 
 15 %
of total potential
 
15
Expected Return
 0.03
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 0.02
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 1 %
of total potential
 
1
Based on monthly moving average Gan Shmuel is performing at about 1% 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 Gan Shmuel by adding it to a well-diversified portfolio.

Gan Shmuel Performance Rating

Gan Shmuel Foods Ltd Risk Adjusted Performance Analysis

1

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Gan Shmuel Foods Ltd are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

Gan Shmuel Performance Indicators

Gan Shmuel Foods Basic Price Performance Measures

Quick Ratio1.77
Fifty Two Week Low2,744.00
Fifty Two Week High3,741.00
Trailing Annual Dividend Yield0.01%

Gan Shmuel Dividends

Gan Shmuel Foods Dividends Analysis

Check Gan Shmuel Foods dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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