|Horizon||30 Days Login to change|
Israel Petrochemical Relative Risk vs. Return LandscapeIf you would invest 43,400 in Israel Petrochemical Enterprises Ltd on September 22, 2018 and sell it today you would lose (1,300) from holding Israel Petrochemical Enterprises Ltd or give up 3.0% of portfolio value over 30 days. Israel Petrochemical Enterprises Ltd is generating negative expected returns and assumes 3.5595% volatility on return distribution over the 30 days horizon. Simply put, 32% of equities are less volatile than Israel Petrochemical Enterprises Ltd and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Israel Petrochemical Market Risk Analysis
Sharpe Ratio = -0.0444
Israel Petrochemical Relative Performance Indicators