IMCO Industries (Israel) Performance

IMCO -- Israel Stock  

ILS 858.30  0.00  0.00%

The company owns Beta (Systematic Risk) of -0.5205 which attests that as returns on market increase, returns on owning IMCO Industries are expected to decrease at a much smaller rate. During bear market, IMCO Industries is likely to outperform the market. Even though it is essential to pay attention to IMCO Industries existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach to 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. IMCO Industries exposes twenty-one different technical indicators which can help you to evaluate its performance. IMCO Industries has expected return of -0.1466%. Please be advised to check out IMCO Industries Ltd Mean Deviation, Downside Deviation, Standard Deviation, as well as the relationship between Semi Deviation and Coefficient Of Variation to decide if IMCO Industries past performance will be repeated in the future.
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Risk-Adjusted Performance

Over the last 30 days IMCO Industries Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Quick Ratio0.91
Fifty Two Week Low850.00
Fifty Two Week High1,200.00
Horizon     30 Days    Login   to change

IMCO Industries Relative Risk vs. Return Landscape

If you would invest  88,020  in IMCO Industries Ltd on June 17, 2019 and sell it today you would lose (2,190)  from holding IMCO Industries Ltd or give up 2.49% of portfolio value over 30 days. IMCO Industries Ltd is generating negative expected returns and assumes 0.5565% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than IMCO Industries 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, IMCO Industries is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.18 times less risky than the market. the firm trades about -0.26 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

IMCO Industries Market Risk Analysis

Sharpe Ratio = -0.2635
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IMCO Industries Relative Performance Indicators

Estimated Market Risk
 0.56
  actual daily
 
 5 %
of total potential
 
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Expected Return
 -0.15
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.26
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average IMCO Industries 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 IMCO Industries by adding it to a well-diversified portfolio.

IMCO Industries Alerts

Equity Alerts and Improvement Suggestions

IMCO Industries generates negative expected return over the last 30 days
The company reported revenue of 154.18M. Net Loss for the year was (4.15M) with profit before overhead, payroll, taxes, and interest of 18.65M.
IMCO INDUSTRIES has accumulated about 8.27M in cash with (3.77M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.65.
Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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