Mizrahi Tefahot (Israel) Performance

MZTF -- Israel Stock  

ILS 7,773  28.00  0.36%

Mizrahi Tefahot has performance score of 7 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Mizrahi Tefahot are completely uncorrelated. Although it is extremely important to respect Mizrahi Tefahot Bank 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 Mizrahi Tefahot Bank technical indicators you can presently evaluate if the expected return of 0.1511% will be sustainable into the future. Mizrahi Tefahot Bank right now secures a risk of 1.3377%. Please verify Mizrahi Tefahot Bank Ltd Market Risk Adjusted Performance, Semi Deviation, Coefficient Of Variation, as well as the relationship between Mean Deviation and Downside Deviation to decide if Mizrahi Tefahot Bank Ltd will be following its current price movements.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Mizrahi Tefahot Bank Ltd are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Mizrahi Tefahot may actually be approaching a critical reversion point that can send shares even higher in June 2019.
Fifty Two Week Low5,797.00
Target High Price70.50
Fifty Two Week High7,998.00
Payout Ratio20.57%
Trailing Annual Dividend Yield0.01%
Target Low Price69.00
Horizon     30 Days    Login   to change

Mizrahi Tefahot Bank Relative Risk vs. Return Landscape

If you would invest  750,100  in Mizrahi Tefahot Bank Ltd on April 27, 2019 and sell it today you would earn a total of  27,200  from holding Mizrahi Tefahot Bank Ltd or generate 3.63% return on investment over 30 days. Mizrahi Tefahot Bank Ltd is generating 0.1511% of daily returns and assumes 1.3377% volatility on return distribution over the 30 days horizon. Simply put, 11% of equities are less volatile than Mizrahi Tefahot 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, Mizrahi Tefahot is expected to generate 2.0 times more return on investment than the market. However, the company is 2.0 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of risk.

Mizrahi Tefahot Market Risk Analysis

Sharpe Ratio = 0.113
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Mizrahi Tefahot Relative Performance Indicators

Estimated Market Risk
 1.34
  actual daily
 
 11 %
of total potential
 
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Expected Return
 0.15
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
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Based on monthly moving average Mizrahi Tefahot is performing at about 7% 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 Mizrahi Tefahot by adding it to a well-diversified portfolio.

Mizrahi Tefahot Alerts

Equity Alerts and Improvement Suggestions

Mizrahi Tefahot Bank is not yet fully synchronised with the market data

Mizrahi Tefahot Dividends

Mizrahi Tefahot Bank Dividends Analysis

Check Mizrahi Tefahot Bank dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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