Israel Petrochemical (Israel) Performance

PTCH -- Israel Stock  

ILS 498.40  28.20  5.36%

On a scale of 0 to 100 Israel Petrochemical holds performance score of 2. The company retains Market Volatility (i.e. Beta) of -0.2639 which attests that as returns on market increase, returns on owning Israel Petrochemical are expected to decrease at a much smaller rate. During bear market, Israel Petrochemical is likely to outperform the market. Although it is vital to follow to Israel Petrochemical current price history, it is good to be conservative about what you can actually do with the information regarding equity current price movements. The philosophy towards determining 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 evaluating Israel Petrochemical technical indicators you can presently evaluate if the expected return of 0.2564% will be sustainable into the future. Please utilizes Israel Petrochemical Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to make a quick decision on weather Israel Petrochemical Enterprises Ltd current trending patterns will revert.
2

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Israel Petrochemical Enterprises Ltd are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Israel Petrochemical sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio0.01
Fifty Two Week Low292.00
Fifty Two Week High648.00
Horizon     30 Days    Login   to change

Israel Petrochemical Relative Risk vs. Return Landscape

If you would invest  50,000  in Israel Petrochemical Enterprises Ltd on March 23, 2019 and sell it today you would lose (160.00)  from holding Israel Petrochemical Enterprises Ltd or give up 0.32% of portfolio value over 30 days. Israel Petrochemical Enterprises Ltd is generating 0.2564% of daily returns and assumes 7.412% volatility on return distribution over the 30 days horizon. Simply put, 66% of equities are less volatile than Israel Petrochemical and 96% 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, Israel Petrochemical is expected to generate 12.71 times more return on investment than the market. However, the company is 12.71 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of risk.

Israel Petrochemical Market Risk Analysis

Sharpe Ratio = 0.0346
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Israel Petrochemical Relative Performance Indicators

Estimated Market Risk
 7.41
  actual daily
 
 66 %
of total potential
 
66
Expected Return
 0.26
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
2
Based on monthly moving average Israel Petrochemical is performing at about 2% 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 Israel Petrochemical by adding it to a well-diversified portfolio.

Israel Petrochemical Alerts

Equity Alerts and Improvement Suggestions

Israel Petrochemical is not yet fully synchronised with the market data
Israel Petrochemical has very high historical volatility over the last 30 days
The company has accumulated 866.02M in total debt. Israel Petrochemical has Current Ratio of 0.22 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
The entity reported revenue of 18.1M. Net Loss for the year was (14.59M) with profit before overhead, payroll, taxes, and interest of 106K.
ISRAEL PETR INS has accumulated about 419K in cash with (21.42M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.07.
Additionally take a look at Your Equity Center. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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