Inrom Construction (Israel) Performance

INRM -- Israel Stock  

ILS 1,398  8.00  0.58%

Macroaxis gives Inrom Construction performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.3547 which attests that as returns on market increase, Inrom Construction returns are expected to increase less than the market. However during bear market, the loss on holding Inrom Construction will be expected to be smaller as well.. Even though it is essential to pay attention to Inrom Construction 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. Inrom Construction exposes twenty-one different technical indicators which can help you to evaluate its performance. Inrom Construction has expected return of -0.0937%. Please be advised to check out Inrom Construction Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Inrom Construction past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Inrom Construction Relative Risk vs. Return Landscape

If you would invest  141,300  in Inrom Construction Industries Ltd on September 15, 2018 and sell it today you would lose (1,500)  from holding Inrom Construction Industries Ltd or give up 1.06% of portfolio value over 30 days. Inrom Construction Industries Ltd is generating negative expected returns and assumes 0.8472% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than Inrom Construction Industries 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, Inrom Construction Industries Ltd is expected to generate 0.81 times more return on investment than the market. However, the company is 1.24 times less risky than the market. It trades about -0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of risk.

Inrom Construction Market Risk Analysis

Sharpe Ratio = -0.1106
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Inrom Construction Relative Performance Indicators

Estimated Market Risk
  actual daily
 93 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Inrom Construction 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 Inrom Construction by adding it to a well-diversified portfolio.

Inrom Construction Performance Rating

Inrom Construction Industries Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

Inrom Construction Alerts

Equity Alerts and Improvement Suggestions

Inrom Construction is not yet fully synchronised with the market data
Inrom Construction generates negative expected return over the last 30 days
The company has S206.59 Million in debt which may indicate that it relies heavily on debt financing
On September 3, 2018 Inrom Construction paid S 27.2857 per share dividend to its current shareholders

Inrom Construction Dividends

Inrom Construction Dividends Analysis

Check Inrom Construction 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.