QUALITAU (Israel) Performance

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QLTU -- Israel Stock  

ILA 2,367  4.00  0.17%

QUALITAU has performance score of 6 on a scale of 0 to 100. The organization owns Beta (Systematic Risk) of 0.2364 which implies as returns on market increase, QUALITAU returns are expected to increase less than the market. However during bear market, the loss on holding QUALITAU will be expected to be smaller as well. Although it is extremely important to respect QUALITAU existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy in forecasting 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 examining QUALITAU technical indicators you can now evaluate if the expected return of 0.1683% will be sustainable into the future. QUALITAU currently owns a risk of 1.88%. Please check QUALITAU Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if QUALITAU will be following its current price history.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in QUALITAU are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, QUALITAU may actually be approaching a critical reversion point that can send shares even higher in February 2020.
Quick Ratio2.21
Fifty Two Week Low1,361.00
Fifty Two Week High2,362.00
Horizon     30 Days    Login   to change

QUALITAU Relative Risk vs. Return Landscape

If you would invest  223,200  in QUALITAU on December 26, 2019 and sell it today you would earn a total of  13,900  from holding QUALITAU or generate 6.23% return on investment over 30 days. QUALITAU is generating 0.1683% of daily returns and assumes 1.8799% volatility on return distribution over the 30 days horizon. Simply put, 16% of equities are less volatile than QUALITAU and 97% 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, QUALITAU is expected to generate 3.92 times more return on investment than the market. However, the company is 3.92 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of risk.

QUALITAU Market Risk Analysis

Sharpe Ratio = 0.0895
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QUALITAU Relative Performance Indicators

Estimated Market Risk
 1.88
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.17
  actual daily
 
 3 %
of total potential
 
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Risk-Adjusted Return
 0.09
  actual daily
 
 6 %
of total potential
 
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Based on monthly moving average QUALITAU is performing at about 6% 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 QUALITAU by adding it to a well-diversified portfolio.
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