|Horizon||30 Days Login to change|
Mehadrin Ltd Relative Risk vs. Return LandscapeIf you would invest 1,760,000 in Mehadrin Ltd on September 22, 2018 and sell it today you would lose (54,000) from holding Mehadrin Ltd or give up 3.07% of portfolio value over 30 days. Mehadrin Ltd is generating negative expected returns and assumes 0.6803% volatility on return distribution over the 30 days horizon. Simply put, 6% 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.
Mehadrin Ltd Market Risk Analysis
Sharpe Ratio = -0.3488
Mehadrin Ltd Relative Performance Indicators