Megureit Israel (Israel) Performance

MGRT -- Israel Stock  

null 93.50  0.10  0.11%

Macroaxis gives Megureit Israel performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.2688 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.. Even though it is essential to pay attention to Megureit Israel 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. Megureit Israel exposes twenty-one different technical indicators which can help you to evaluate its performance. Megureit Israel has expected return of -0.068%. Please be advised to 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 past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Megureit Israel Relative Risk vs. Return Landscape

If you would invest  9,490  in Megureit Israel Ltd on September 21, 2018 and sell it today you would lose (140.00)  from holding Megureit Israel Ltd or give up 1.48% of portfolio value over 30 days. Megureit Israel Ltd is generating negative expected returns and assumes 0.7616% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Megureit Israel 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, Megureit Israel Ltd is expected to generate 0.73 times more return on investment than the market. However, the company is 1.37 times less risky than the market. It trades about -0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Megureit Israel Market Risk Analysis

Sharpe Ratio = -0.0893
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Megureit Israel Relative Performance Indicators

Estimated Market Risk
 0.76
  actual daily
 
 94 %
of total potential
  
Expected Return
 -0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.09
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Megureit Israel 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 Megureit Israel by adding it to a well-diversified portfolio.

Megureit Israel Performance Rating

Megureit Israel Ltd Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

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

Megureit Israel Alerts

Equity Alerts and Improvement Suggestions

Megureit Israel generates negative expected return over the last 30 days

Megureit Israel Performance Indicators

Megureit Israel Basic Price Performance Measures

Fifty Two Week Low71.00
Fifty Two Week High99.90
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