J O (Israel) Performance

JOEL -- Israel Stock  

ILS 23,420  100.00  0.43%

J O has performance score of 4 on a scale of 0 to 100. The corporation retains Market Volatility (i.e. Beta) of -0.3318 which attests that as returns on market increase, returns on owning J O are expected to decrease at a much smaller rate. During bear market, J O is likely to outperform the market.. Although it is extremely important to respect J O E current price history, it is better to be realistic regarding the information on equity current price movements. The approach to determining 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 J O E technical indicators you can at this moment evaluate if the expected return of 0.1563% will be sustainable into the future. J O E today retains a risk of 2.454%. Please check out J O Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if J O will be following its current trending patterns.
Horizon     30 Days    Login   to change

J O E Relative Risk vs. Return Landscape

If you would invest  2,251,000  in J O E L Jerusalem Oil Exploration Ltd on November 15, 2018 and sell it today you would earn a total of  91,000  from holding J O E L Jerusalem Oil Exploration Ltd or generate 4.04% return on investment over 30 days. J O E L Jerusalem Oil Exploration Ltd is generating 0.1563% of daily returns and assumes 2.454% volatility on return distribution over the 30 days horizon. Simply put, 22% of equities are less volatile than J O E L Jerusalem Oil Exploration Ltd and 98% 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, J O E L Jerusalem Oil Exploration Ltd is expected to generate 1.9 times more return on investment than the market. However, the company is 1.9 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.

J O Market Risk Analysis

Sharpe Ratio = 0.0637
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
JOELHigh
Risk
Huge
Risk
Negative Returns

J O Relative Performance Indicators

Estimated Market Risk
 2.45
  actual daily
 
 22 %
of total potential
 
22
Expected Return
 0.16
  actual daily
 
 3 %
of total potential
 
3
Risk-Adjusted Return
 0.06
  actual daily
 
 4 %
of total potential
 
4
Based on monthly moving average J O is performing at about 4% 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 J O by adding it to a well-diversified portfolio.

J O Performance Rating

J O E L Jerusalem Oil Exploration Ltd Risk Adjusted Performance Analysis

4

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in J O E L Jerusalem Oil Exploration Ltd are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.

J O Alerts

Equity Alerts and Improvement Suggestions

J O E has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

J O Performance Indicators

J O E Basic Price Performance Measures

Quick Ratio1.12
Fifty Two Week Low17,900.00
Fifty Two Week High23,180.00
Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Search macroaxis.com