Harel Insurance (Israel) Performance

HARL -- Israel Stock  

ILS 2,513  104.00  3.97%

On a scale of 0 to 100 Harel Insurance holds performance score of 8. The company retains Market Volatility (i.e. Beta) of 0.5308 which attests that as returns on market increase, Harel Insurance returns are expected to increase less than the market. However during bear market, the loss on holding Harel Insurance will be expected to be smaller as well. Although it is vital to follow to Harel Insurance Inve current price history, it is good to be conservative about what you can actually do with the information regarding 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 Harel Insurance Inve technical indicators you can presently evaluate if the expected return of 0.2981% will be sustainable into the future. Please utilizes Harel Insurance Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to make a quick decision on weather Harel Insurance Investments Financial Services Ltd current trending patterns will revert.
Horizon     30 Days    Login   to change

Harel Insurance Inve Relative Risk vs. Return Landscape

If you would invest  233,400  in Harel Insurance Investments Financial Services Ltd on February 17, 2019 and sell it today you would earn a total of  17,900  from holding Harel Insurance Investments Financial Services Ltd or generate 7.67% return on investment over 30 days. Harel Insurance Investments Financial Services Ltd is generating 0.2981% of daily returns and assumes 2.2486% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than Harel Insurance and 95% 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, Harel Insurance is expected to generate 3.4 times more return on investment than the market. However, the company is 3.4 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of risk.

Harel Insurance Market Risk Analysis

Sharpe Ratio = 0.1326
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Harel Insurance Relative Performance Indicators

Estimated Market Risk
 2.25
  actual daily
 
 20 %
of total potential
 
20
Expected Return
 0.3
  actual daily
 
 5 %
of total potential
 
5
Risk-Adjusted Return
 0.13
  actual daily
 
 8 %
of total potential
 
8
Based on monthly moving average Harel Insurance is performing at about 8% 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 Harel Insurance by adding it to a well-diversified portfolio.

Harel Insurance Performance Rating

Harel Insurance Investments Financial Services Ltd Risk Adjusted Performance Analysis

8

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Harel Insurance Investments Financial Services Ltd are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

Harel Insurance Alerts

Equity Alerts and Improvement Suggestions

Harel Insurance Inve is not yet fully synchronised with the market data
The company has S3.74 Billion in debt which may indicate that it relies heavily on debt financing

Harel Insurance Performance Indicators

Harel Insurance Inve Basic Price Performance Measures

Quick Ratio22.71
Fifty Two Week Low2,251.00
Target High Price19.80
Fifty Two Week High2,985.00
Payout Ratio14.62%
Trailing Annual Dividend Yield0.02%
Target Low Price19.80

Harel Insurance Dividends

Harel Insurance Inve Dividends Analysis

Check Harel Insurance Inve dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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