Scope Metals (Israel) Performance

SCOP -- Israel Stock  

ILS 9,570  63.00  0.65%

Macroaxis gives Scope Metals performance score of 0 on a scale of 0 to 100. The entity has beta of -0.1003 which indicates as returns on market increase, returns on owning Scope Metals are expected to decrease at a much smaller rate. During bear market, Scope Metals is likely to outperform the market.. Even though it is essential to pay attention to Scope Metals Group current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Scope Metals Group Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Scope Metals Group has expected return of -0.2154%. Please be advised to validate Scope Metals Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Scope Metals Group past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Scope Metals Group Relative Risk vs. Return Landscape

If you would invest  1,015,000  in Scope Metals Group Ltd on November 14, 2018 and sell it today you would lose (58,000)  from holding Scope Metals Group Ltd or give up 5.71% of portfolio value over 30 days. Scope Metals Group Ltd is generating negative expected returns and assumes 1.4929% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than Scope Metals Group 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, Scope Metals Group Ltd is expected to under-perform the market. In addition to that, the company is 1.15 times more volatile than its market benchmark. It trades about -0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

Scope Metals Market Risk Analysis

Sharpe Ratio = -0.1443
Good Returns
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Negative ReturnsSCOP

Scope Metals Relative Performance Indicators

Estimated Market Risk
  actual daily
 13 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Scope Metals 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 Scope Metals by adding it to a well-diversified portfolio.

Scope Metals Performance Rating

Scope Metals Group Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Scope Metals Group Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Scope Metals Alerts

Equity Alerts and Improvement Suggestions

Scope Metals Group generates negative expected return over the last 30 days
Scope Metals Group has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations

Scope Metals Performance Indicators

Scope Metals Group Basic Price Performance Measures

Quick Ratio1.57
Fifty Two Week Low9,102.00
Fifty Two Week High11,200.00
Payout Ratio118.83%
Trailing Annual Dividend Yield0.08%

Scope Metals Dividends

Scope Metals Group Dividends Analysis

Check Scope Metals Group dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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