Bank of Jerusalem Ltd (Israel) Performance

JBNK -- Israel Stock  

ILS 736.40  0.20  0.0272%

On a scale of 0 to 100 Bank of Jerusalem Ltd holds performance score of 11. The firm shows Beta (market volatility) of 0.0599 which signifies that as returns on market increase, Bank of Jerusalem Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Bank of Jerusalem Ltd will be expected to be smaller as well. Although it is extremely important to respect Bank of Jerusalem Ltd historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing 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 analyzing Bank of Jerusalem Ltd technical indicators you can presently evaluate if the expected return of 0.2116% will be sustainable into the future. Please makes use of Bank of Jerusalem Ltd Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to make a quick decision on weather Bank of Jerusalem Ltd price patterns will revert.
Horizon     30 Days    Login   to change

Bank of Jerusalem Ltd Relative Risk vs. Return Landscape

If you would invest  69,400  in Bank of Jerusalem Ltd on February 16, 2019 and sell it today you would earn a total of  4,240  from holding Bank of Jerusalem Ltd or generate 6.11% return on investment over 30 days. Bank of Jerusalem Ltd is generating 0.2116% of daily returns and assumes 1.199% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Bank of Jerusalem Ltd and 97% 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, Bank of Jerusalem Ltd is expected to generate 1.74 times more return on investment than the market. However, the company is 1.74 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of risk.

Bank of Jerusalem Ltd Market Risk Analysis

Sharpe Ratio = 0.1765
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Bank of Jerusalem Ltd Relative Performance Indicators

Estimated Market Risk
 1.2
  actual daily
 
 10 %
of total potential
 
10
Expected Return
 0.21
  actual daily
 
 3 %
of total potential
 
3
Risk-Adjusted Return
 0.18
  actual daily
 
 11 %
of total potential
 
11
Based on monthly moving average Bank of Jerusalem Ltd is performing at about 11% 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 Bank of Jerusalem Ltd by adding it to a well-diversified portfolio.

Bank of Jerusalem Ltd Performance Rating

Bank of Jerusalem Ltd Risk Adjusted Performance Analysis

11

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Bank of Jerusalem Ltd are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

Bank of Jerusalem Ltd Alerts

Equity Alerts and Improvement Suggestions

Bank of Jerusalem Ltd has high likelihood to experience some financial distress in the next 2 years
BK JERUSALEM has accumulated about 2.61B in cash with (371.8M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 36.4.

Bank of Jerusalem Ltd Performance Indicators

Bank of Jerusalem Ltd Basic Price Performance Measures

Fifty Two Week Low553.00
Fifty Two Week High779.00
Payout Ratio24.91%
Trailing Annual Dividend Yield0.01%

Bank of Jerusalem Ltd Dividends

Bank of Jerusalem Ltd Dividends Analysis

Check Bank of Jerusalem Ltd 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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