Megureit Israel (Israel) Performance

MGRT -- Israel Stock  

null 93.50  0.10  0.11%

Megureit Israel has performance score of 61 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.1281 which conveys that as returns on market increase, Megureit Israel returns are expected to increase less than the market. However during bear market, the loss on holding Megureit Israel will be expected to be smaller as well.. Although it is extremely important to respect Megureit Israel 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 Megureit Israel technical indicators you can presently evaluate if the expected return of 0.1505% will be sustainable into the future. Megureit Israel right now secures a risk of 0.1632%. Please verify Megureit Israel Ltd Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if Megureit Israel Ltd will be following its current price movements.
Horizon     30 Days    Login   to change

Megureit Israel Relative Risk vs. Return Landscape

If you would invest  9,280  in Megureit Israel Ltd on November 14, 2018 and sell it today you would earn a total of  70.00  from holding Megureit Israel Ltd or generate 0.75% return on investment over 30 days. Megureit Israel Ltd is generating 0.1505% of daily returns and assumes 0.1632% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Megureit Israel 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, Megureit Israel Ltd is expected to generate 0.13 times more return on investment than the market. However, the company is 7.97 times less risky than the market. It trades about 0.92 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Megureit Israel Market Risk Analysis

Sharpe Ratio = 0.9224
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Megureit Israel Relative Performance Indicators

Estimated Market Risk
 0.16
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.15
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.92
  actual daily
 
 61 %
of total potential
 
61
Based on monthly moving average Megureit Israel is performing at about 61% 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 Megureit Israel by adding it to a well-diversified portfolio.

Megureit Israel Performance Rating

Megureit Israel Ltd Risk Adjusted Performance Analysis

61

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Megureit Israel Ltd are ranked lower than 61 (%) of all global equities and portfolios over the last 30 days.

Megureit Israel Alerts

Equity Alerts and Improvement Suggestions

Megureit Israel is not yet fully synchronised with the market data

Megureit Israel Performance Indicators

Megureit Israel Basic Price Performance Measures

Fifty Two Week Low71.00
Fifty Two Week High99.90
Please see also Stocks Correlation. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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