Ormat Technologies (Israel) Performance

ORA -- Israel Stock  

ILS 18,420  0.00  0.00%

Macroaxis gives Ormat Technologies performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.0 which implies the returns on MARKET and Ormat Technologies are completely uncorrelated. Even though it is essential to pay attention to Ormat Technologies current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Ormat Technologies exposes twenty-one different technical indicators which can help you to evaluate its performance. Ormat Technologies has expected return of -0.5173%. Please be advised to check Ormat Technologies Value At Risk, and the relationship between Jensen Alpha and Semi Variance to decide if Ormat Technologies past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Ormat Technologies Relative Risk vs. Return Landscape

If you would invest  1,991,000  in Ormat Technologies on September 17, 2018 and sell it today you would lose (149,000)  from holding Ormat Technologies or give up 7.48% of portfolio value over 30 days. Ormat Technologies is producing return of less than zero assuming 2.8246% volatility of returns over the 30 days investment horizon. Simply put, 25% of all equities have less volatile historical return distribution than Ormat Technologies 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, Ormat Technologies is expected to under-perform the market. In addition to that, the company is 2.67 times more volatile than its market benchmark. It trades about -0.18 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Ormat Technologies Market Risk Analysis

Sharpe Ratio = -0.1831
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Ormat Technologies Relative Performance Indicators

Estimated Market Risk
 2.82
  actual daily
 
 75 %
of total potential
  
Expected Return
 -0.52
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.18
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Ormat Technologies 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 Ormat Technologies by adding it to a well-diversified portfolio.

Ormat Technologies Performance Rating

Ormat Technologies Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

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

Ormat Technologies Alerts

Equity Alerts and Improvement Suggestions

Ormat Technologies is not yet fully synchronised with the market data
Ormat Technologies generates negative expected return over the last 30 days
Ormat Technologies has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

Ormat Technologies Performance Indicators

Ormat Technologies Basic Price Performance Measures

Quick Ratio0.71
Fifty Two Week Low19,450.00
Fifty Two Week High19,580.00
Trailing Annual Dividend Yield0.00%
Additionally take a look at Your Equity Center. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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