|POLI -- Israel Stock|| |
ILS 2,485 37.00 1.51%
Macroaxis gives Bank Hapoalim performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2524 which signifies that as returns on market increase, returns on owning Bank Hapoalim are expected to decrease at a much smaller rate. During bear market, Bank Hapoalim is likely to outperform the market.. Even though it is essential to pay attention to Bank Hapoalim B
historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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
. Bank Hapoalim B M exposes twenty-one different technical indicators which can help you to evaluate its performance. Bank Hapoalim B
has expected return of -0.1002%. Please be advised to confirm Bank Hapoalim B Jensen Alpha
, Maximum Drawdown
and the relationship
between Information Ratio
and Treynor Ratio
to decide if Bank Hapoalim B
past performance will be repeated at some point in the near future.
Bank Hapoalim B Relative Risk vs. Return Landscape
If you would invest 256,600
in Bank Hapoalim B M on November 15, 2018
and sell it today you would lose (8,100)
from holding Bank Hapoalim B M or give up 3.16%
of portfolio value over 30
days. Bank Hapoalim B M is generating negative expected returns and assumes 1.7179% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Bank Hapoalim B M and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Bank Hapoalim B M is expected to generate 1.33 times more return on investment than the market. However, the company is 1.33 times more volatile than its market benchmark. It trades about -0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.
Bank Hapoalim Market Risk Analysis
Sharpe Ratio = -0.0583
Bank Hapoalim Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average Bank Hapoalim 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 Bank Hapoalim
by adding it to a well-diversified
Over the last 30 days Bank Hapoalim B M has generated negative risk-adjusted returns adding no value to investors with long positions.
|Fifty Two Week Low||2,335.00|
|Target High Price||28.50|
|Fifty Two Week High||2,724.00|
|Trailing Annual Dividend Yield||0.02%|
|Target Low Price||26.00|
Additionally take a look at Your Equity Center
. Please also try Focused Opportunities
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