Herodium Investments (Israel) Performance

HROD-L -- Israel Stock  

null 142.00  0.00  0.00%

Herodium Investments holds performance score of 29 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 1.0155 which attests that Herodium Investments returns are very sensitive to returns on the market. as market goes up or down, Herodium Investments is expected to follow.. Although it is vital to follow to Herodium Investments current price history, it is good to be conservative about what you can actually do with the information regarding 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 fundamental and technical indicators. To evaluate if Herodium Investments expected return of 1.3534 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  13,300  in Herodium Investments Ltd on November 11, 2018 and sell it today you would earn a total of  900.00  from holding Herodium Investments Ltd or generate 6.77% return on investment over 30 days. Herodium Investments Ltd is generating 1.3534% of daily returns and assumes 3.0262% volatility on return distribution over the 30 days horizon. Simply put, 27% of equities are less volatile than Herodium Investments Ltd and 75% 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, Herodium Investments Ltd is expected to generate 2.31 times more return on investment than the market. However, the company is 2.31 times more volatile than its market benchmark. It trades about 0.45 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Herodium Investments Market Risk Analysis

Sharpe Ratio = 0.4472
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Herodium Investments Relative Performance Indicators

Estimated Market Risk
 3.03
  actual daily
 
 27 %
of total potential
 
27
Expected Return
 1.35
  actual daily
 
 25 %
of total potential
 
25
Risk-Adjusted Return
 0.45
  actual daily
 
 29 %
of total potential
 
29
Based on monthly moving average Herodium Investments is performing at about 29% 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

29

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Herodium Investments Ltd are ranked lower than 29 (%) 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 (2.91M).
The company has accumulated about 18.49M in cash with (1.48M) 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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