Mizrahi Tefahot (Israel) Performance
| MZTF Stock | 13,070 250.00 1.95% |
The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mizrahi Tefahot's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mizrahi Tefahot is expected to be smaller as well. Mizrahi Tefahot right now secures a risk of 2.26%. Please verify Mizrahi Tefahot accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Mizrahi Tefahot will be following its current price movements.
Risk-Adjusted Performance
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Over the last 90 days Mizrahi Tefahot has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Mizrahi Tefahot is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 85.5 B | |
| Total Cashflows From Investing Activities | -25.1 B |
Mizrahi |
Mizrahi Tefahot Relative Risk vs. Return Landscape
If you would invest 1,315,883 in Mizrahi Tefahot on January 24, 2024 and sell it today you would lose (8,883) from holding Mizrahi Tefahot or give up 0.68% of portfolio value over 90 days. Mizrahi Tefahot is generating 0.0113% of daily returns and assumes 2.2635% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Mizrahi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mizrahi Tefahot Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mizrahi Tefahot's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mizrahi Tefahot, and traders can use it to determine the average amount a Mizrahi Tefahot's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.005
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MZTF |
Estimated Market Risk
| 2.26 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mizrahi Tefahot is not performing at its full potential. However, 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 Mizrahi Tefahot by adding Mizrahi Tefahot to a well-diversified portfolio.
Mizrahi Tefahot Fundamentals Growth
Mizrahi Stock prices reflect investors' perceptions of the future prospects and financial health of Mizrahi Tefahot, and Mizrahi Tefahot fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Mizrahi Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.0103 | |||
| Profit Margin | 0.33 % | |||
| Operating Margin | 0.52 % | |||
| Current Valuation | (31.1 B) | |||
| Shares Outstanding | 257.18 M | |||
| Price To Book | 1.32 X | |||
| Price To Sales | 2.42 X | |||
| Revenue | 10.25 B | |||
| Cash And Equivalents | 51.29 B | |||
| Cash Per Share | 219.60 X | |||
| Total Debt | 30.25 B | |||
| Book Value Per Share | 89.51 X | |||
| Cash Flow From Operations | 4.13 B | |||
| Earnings Per Share | 15.75 X | |||
| Total Asset | 392.27 B | |||
| Retained Earnings | 10.6 B | |||
| Current Asset | 44.27 B | |||
| Current Liabilities | 178.58 B | |||
About Mizrahi Tefahot Performance
To evaluate Mizrahi Tefahot Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Mizrahi Tefahot generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Mizrahi Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Mizrahi Tefahot market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Mizrahi's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Mizrahi Tefahot Bank Ltd., together with its subsidiaries, provides a range of international, commercial, domestic, and personal banking services to individuals and businesses in Israel and internationally. Mizrahi Tefahot Bank Ltd. was founded in 1923 and is headquartered in Ramat Gan, Israel. MIZRAHI TEFAHOT operates under Banks - Regional - Asia classification in Israel and is traded on Tel Aviv Stock Exchange. It employs 6355 people.Things to note about Mizrahi Tefahot performance evaluation
Checking the ongoing alerts about Mizrahi Tefahot for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mizrahi Tefahot help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 42.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Mizrahi Tefahot's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Mizrahi Tefahot's stock is overvalued or undervalued compared to its peers.
- Examining Mizrahi Tefahot's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Mizrahi Tefahot's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mizrahi Tefahot's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mizrahi Tefahot's stock. These opinions can provide insight into Mizrahi Tefahot's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Mizrahi Tefahot. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Mizrahi Stock analysis
When running Mizrahi Tefahot's price analysis, check to measure Mizrahi Tefahot's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mizrahi Tefahot is operating at the current time. Most of Mizrahi Tefahot's value examination focuses on studying past and present price action to predict the probability of Mizrahi Tefahot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mizrahi Tefahot's price. Additionally, you may evaluate how the addition of Mizrahi Tefahot to your portfolios can decrease your overall portfolio volatility.
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