Bank Leumi (Israel) Performance

LUMI -- Israel Stock  

ILS 2,411  9.00  0.37%

Bank Leumi has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0632 which signifies that as returns on market increase, returns on owning Bank Leumi are expected to decrease at a much smaller rate. During bear market, Bank Leumi is likely to outperform the market. Although it is extremely important to respect Bank Leumi le 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 Leumi le technical indicators you can presently evaluate if the expected return of 0.0577% will be sustainable into the future. Bank Leumi le right now shows a risk of 1.1755%. Please confirm Bank Leumi le Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Bank Leumi le will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Bank Leumi le Israel B M are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, Bank Leumi is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low2,143.00
Target High Price27.50
Fifty Two Week High2,504.00
Payout Ratio34.38%
Trailing Annual Dividend Yield0.04%
Target Low Price25.50
Horizon     30 Days    Login   to change

Bank Leumi le Relative Risk vs. Return Landscape

If you would invest  237,800  in Bank Leumi le Israel B M on April 22, 2019 and sell it today you would earn a total of  3,300  from holding Bank Leumi le Israel B M or generate 1.39% return on investment over 30 days. Bank Leumi le Israel B M is generating 0.0577% of daily returns and assumes 1.1755% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Bank Leumi 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, Bank Leumi is expected to generate 1.8 times more return on investment than the market. However, the company is 1.8 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Bank Leumi Market Risk Analysis

Sharpe Ratio = 0.0491
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Bank Leumi Relative Performance Indicators

Estimated Market Risk
 1.18
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
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Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
 
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Based on monthly moving average Bank Leumi is performing at about 3% 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 Leumi by adding it to a well-diversified portfolio.

Bank Leumi Alerts

Equity Alerts and Improvement Suggestions

Bank Leumi le is not yet fully synchronised with the market data

Bank Leumi Dividends

Bank Leumi le Dividends Analysis

Check Bank Leumi le dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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