Gazit Globe (Israel) Performance

GZT -- Israel Stock  

ILS 2,982  18.00  0.60%

Macroaxis gives Gazit Globe performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.192 which attests that as returns on market increase, Gazit Globe returns are expected to increase less than the market. However during bear market, the loss on holding Gazit Globe will be expected to be smaller as well.. Even though it is essential to pay attention to Gazit Globe Ltd 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. Gazit Globe Ltd exposes twenty-eight different technical indicators which can help you to evaluate its performance. Gazit Globe Ltd has expected return of -0.109%. Please be advised to check out Gazit Globe Downside Variance as well as the relationship between Kurtosis and Day Median Price to decide if Gazit Globe Ltd past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Gazit Globe Ltd Relative Risk vs. Return Landscape

If you would invest  309,500  in Gazit Globe Ltd on November 13, 2018 and sell it today you would lose (11,300)  from holding Gazit Globe Ltd or give up 3.65% of portfolio value over 30 days. Gazit Globe Ltd is producing return of less than zero assuming 1.2167% volatility of returns over the 30 days investment horizon. Simply put, 11% of all equities have less volatile historical return distribution than Gazit Globe 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, Gazit Globe Ltd is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.05 times less risky than the market. the firm trades about -0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

Gazit Globe Market Risk Analysis

Sharpe Ratio = -0.0896
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Gazit Globe Relative Performance Indicators

Estimated Market Risk
 1.22
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 -0.11
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.09
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Gazit Globe 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 Gazit Globe by adding it to a well-diversified portfolio.

Gazit Globe Performance Rating

Gazit Globe Ltd Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

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

Gazit Globe Alerts

Equity Alerts and Improvement Suggestions

Gazit Globe Ltd generates negative expected return over the last 30 days
Gazit Globe Ltd has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 26.18B in total debt with debt to equity ratio (D/E) of 156.1 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Gazit Globe Ltd has Current Ratio of 0.49 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.

Gazit Globe Performance Indicators

Gazit Globe Ltd Basic Price Performance Measures

Quick Ratio0.31
Fifty Two Week Low2,915.00
Target High Price43.00
Fifty Two Week High3,844.00
Payout Ratio135.37%
Trailing Annual Dividend Yield0.05%
Target Low Price38.00

Gazit Globe Dividends

Gazit Globe Ltd Dividends Analysis

Check Gazit Globe Ltd dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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