Mehadrin Ltd (Israel) Performance

MEDN -- Israel Stock  

null 16,050  110.00  0.68%

Macroaxis gives Mehadrin Ltd performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.1465 which conveys that as returns on market increase, Mehadrin Ltd returns are expected to increase less than the market. However during bear market, the loss on holding Mehadrin Ltd will be expected to be smaller as well.. Even though it is essential to pay attention to Mehadrin Ltd price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mehadrin Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Mehadrin Ltd has expected return of -0.1539%. Please be advised to verify Mehadrin Ltd Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if Mehadrin Ltd past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Mehadrin Ltd Relative Risk vs. Return Landscape

If you would invest  1,721,000  in Mehadrin Ltd on November 11, 2018 and sell it today you would lose (116,000)  from holding Mehadrin Ltd or give up 6.74% of portfolio value over 30 days. Mehadrin Ltd is generating negative expected returns and assumes 1.3049% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Mehadrin 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, Mehadrin Ltd is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.0 times less risky than the market. the firm trades about -0.12 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 of returns per unit of risk over similar time horizon.

Mehadrin Ltd Market Risk Analysis

Sharpe Ratio = -0.1179
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Negative ReturnsMEDN

Mehadrin Ltd Relative Performance Indicators

Estimated Market Risk
  actual daily
 11 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Mehadrin Ltd 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 Mehadrin Ltd by adding it to a well-diversified portfolio.

Mehadrin Ltd Performance Rating

Mehadrin Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

Mehadrin Ltd Alerts

Equity Alerts and Improvement Suggestions

Mehadrin Ltd generates negative expected return over the last 30 days
Mehadrin Ltd has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 451.65M in total debt with debt to equity ratio (D/E) of 89.1 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Mehadrin Ltd has Current Ratio of 0.78 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.

Mehadrin Ltd Performance Indicators

Mehadrin Ltd Basic Price Performance Measures

Quick Ratio0.68
Fifty Two Week Low16,000.00
Fifty Two Week High19,480.00
Trailing Annual Dividend Yield0.03%

Mehadrin Ltd Dividends

Mehadrin Ltd Dividends Analysis

Check Mehadrin Ltd 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 Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.