Mehadrin Ltd (Israel) Performance

MEDN -- Israel Stock  

null 18,720  80.00  0.43%

Mehadrin Ltd has performance score of 5 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.2966 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. Although it is extremely important to respect Mehadrin Ltd price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Mehadrin Ltd technical indicators you can presently evaluate if the expected return of 0.129% will be sustainable into the future. Mehadrin Ltd right now secures a risk of 1.5086%. Please verify Mehadrin Ltd Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if Mehadrin Ltd will be following its current price movements.
Horizon     30 Days    Login   to change

Mehadrin Ltd Relative Risk vs. Return Landscape

If you would invest  1,792,000  in Mehadrin Ltd on February 18, 2019 and sell it today you would earn a total of  80,000  from holding Mehadrin Ltd or generate 4.46% return on investment over 30 days. Mehadrin Ltd is generating 0.129% of daily returns and assumes 1.5086% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Mehadrin 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, Mehadrin Ltd is expected to generate 1.03 times less return on investment than the market. In addition to that, the company is 2.37 times more volatile than its market benchmark. It trades about 0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.21 per unit of volatility.

Mehadrin Ltd Market Risk Analysis

Sharpe Ratio = 0.0855
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Mehadrin Ltd Relative Performance Indicators

Estimated Market Risk
 1.51
  actual daily
 
 13 %
of total potential
 
13
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.09
  actual daily
 
 5 %
of total potential
 
5
Based on monthly moving average Mehadrin Ltd is performing at about 5% 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

5

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Mehadrin Ltd are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

Mehadrin Ltd Alerts

Equity Alerts and Improvement Suggestions

Mehadrin Ltd is not yet fully synchronised with the market data
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 Low15,180.00
Fifty Two Week High19,480.00
Trailing Annual Dividend Yield0.02%

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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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