Gan Shmuel (Israel) Performance

GSFI -- Israel Stock  

ILS 3,343  43.00  1.30%

Macroaxis gives Gan Shmuel performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.4967 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.. Even though it is essential to pay attention to Gan Shmuel Foods current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Gan Shmuel Foods exposes twenty-one different technical indicators which can help you to evaluate its performance. Gan Shmuel Foods has expected return of -0.1407%. Please be advised to 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 Foods past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Gan Shmuel Foods Relative Risk vs. Return Landscape

If you would invest  341,500  in Gan Shmuel Foods Ltd on September 20, 2018 and sell it today you would lose (7,200)  from holding Gan Shmuel Foods Ltd or give up 2.11% of portfolio value over 30 days. Gan Shmuel Foods Ltd is generating negative expected returns and assumes 1.5608% volatility on return distribution over the 30 days horizon. Simply put, 14% 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 1.47 times more return on investment than the market. However, the company is 1.47 times more volatile than its market benchmark. It trades about -0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

Gan Shmuel Market Risk Analysis

Sharpe Ratio = -0.0902
Good Returns
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Negative ReturnsGSFI

Gan Shmuel Relative Performance Indicators

Estimated Market Risk
  actual daily
 86 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Gan Shmuel is performing at about 0% 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


Risk-Adjusted Performance

Over the last 30 days Gan Shmuel Foods Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Gan Shmuel Alerts

Equity Alerts and Improvement Suggestions

Gan Shmuel Foods is not yet fully synchronised with the market data
Gan Shmuel Foods generates negative expected return over the last 30 days
Latest headline from Gan Shmuel Foods Ltd. s Cash Flow Difference of -1.00000 Year Over Year Is Worth Noting

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
Check Dividends  
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