Herodium Investments (Israel) Performance

HROD-L -- Israel Stock  

null 162.00  0.00  0.00%

Herodium Investments holds performance score of 16 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 1.4999 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Herodium Investments will likely underperform.. Although it is essential to pay attention to Herodium Investments current price history, it is also good to be reasonable about what you can actually do with equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Herodium Investments expected return of 7.0591 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Herodium Investments Ltd Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to analyze future returns on Herodium Investments Ltd.
Horizon     30 Days    Login   to change

Herodium Investments Relative Risk vs. Return Landscape

If you would invest  9,000  in Herodium Investments Ltd on September 18, 2018 and sell it today you would earn a total of  7,200  from holding Herodium Investments Ltd or generate 80.0% return on investment over 30 days. Herodium Investments Ltd is generating 7.0591% of daily returns and assumes 28.7472% volatility on return distribution over the 30 days horizon. Simply put, majority of traded equity instruments are less risky than Herodium Investments Ltd on the bases of their historical return distribution and most 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, Herodium Investments Ltd is expected to generate 26.92 times more return on investment than the market. However, the company is 26.92 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Herodium Investments Market Risk Analysis

Sharpe Ratio = 0.2456
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Herodium Investments Relative Performance Indicators

Estimated Market Risk
 28.75
  actual daily
 
 4 %
of total potential
  
Expected Return
 5.28
  actual daily
 
 96 %
of total potential
  
Risk-Adjusted Return
 0.25
  actual daily
 
 16 %
of total potential
  
Based on monthly moving average Herodium Investments is performing at about 16% 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 Herodium Investments by adding it to a well-diversified portfolio.

Herodium Investments Performance Rating

Herodium Investments Ltd Risk Adjusted Performance Analysis

16 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Herodium Investments Ltd are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

Herodium Investments Alerts

Equity Alerts and Improvement Suggestions

Herodium Investments is not yet fully synchronised with the market data
Herodium Investments appears to be very risky and stock price may revert if volatility continues
Herodium Investments has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company reported revenue of . Net Loss for the year was (2.91 M).
The company has accumulated about 18.49 M in cash with (1.48 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.32.
Please also check Risk vs Return Analysis. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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