SEFN (Israel) Performance

The entity has beta of 0.0 which indicates the returns on MARKET and SEFN are completely uncorrelated. Although it is extremely important to respect SEFN current price movements, it is better to be realistic regarding the information on equity historical returns. The way of measuring 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 analyzing SEFN technical indicators you can today evaluate if the expected return of 0.0% will be sustainable into the future. SEFN now has a risk of 0.0%. Please validate SEFN Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if SEFN will be following its existing price patterns.
Horizon     30 Days    Login   to change

SEFN Relative Risk vs. Return Landscape

If you would invest  0.00  in SEFN on February 16, 2019 and sell it today you would earn a total of  0.00  from holding SEFN or generate 0.0% return on investment over 30 days. SEFN is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than SEFN and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 

SEFN Market Risk Analysis

Sharpe Ratio = 0.0
Good Returns
Average Returns
Small Returns
Based on monthly moving average SEFN 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 SEFN by adding it to a well-diversified portfolio.

SEFN Performance Rating

SEFN Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

SEFN Alerts

Equity Alerts and Improvement Suggestions

SEFN is not yet fully synchronised with the market data
SEFN has some characteristics of a very speculative penny stock
Also please take a look at World Market Map. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.