Israel Petrochemical (Israel) Performance

PTCH -- Israel Stock  

ILS 421.00  0.00  0.00%

Macroaxis gives Israel Petrochemical performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.7177 which attests that as returns on market increase, Israel Petrochemical returns are expected to increase less than the market. However during bear market, the loss on holding Israel Petrochemical will be expected to be smaller as well.. Even though it is essential to pay attention to Israel Petrochemical current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Israel Petrochemical exposes twenty-one different technical indicators which can help you to evaluate its performance. Israel Petrochemical has expected return of -0.1579%. Please be advised to check out Israel Petrochemical Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if Israel Petrochemical past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Israel Petrochemical Relative Risk vs. Return Landscape

If 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.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Israel Petrochemical Enterprises Ltd is expected to generate 3.36 times more return on investment than the market. However, the company is 3.36 times more volatile than its market benchmark. It trades about -0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.19 per unit of risk.

Israel Petrochemical Market Risk Analysis

Sharpe Ratio = -0.0444
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Israel Petrochemical Relative Performance Indicators

Estimated Market Risk
  actual daily
 68 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Israel Petrochemical 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 Israel Petrochemical by adding it to a well-diversified portfolio.

Israel Petrochemical Performance Rating

Israel Petrochemical Enterprises Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Israel Petrochemical Enterprises Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Israel Petrochemical Alerts

Equity Alerts and Improvement Suggestions

Israel Petrochemical is not yet fully synchronised with the market data
Israel Petrochemical generates negative expected return over the last 30 days
Israel Petrochemical has high historical volatility and very poor performance
The company has accumulated 848.37 M in total debt. Israel Petrochemical Enterprises Ltd has Current Ratio of 0.86 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
This company reported revenue of (105.04 M). Net Loss for the year was (94.07 M) with profit before overhead, payroll, taxes, and interest of 106 K.
ISRAEL PETR INS has accumulated about 403 K in cash with (33.56 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.07.
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Israel Petrochemical Performance Indicators

Israel Petrochemical Basic Price Performance Measures

Quick Ratio0.01
Fifty Two Week Low292.00
Fifty Two Week High750.00
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