Shapir Engineering (Israel) Performance
| SPEN Stock | ILS 1,989 36.00 1.78% |
The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shapir Engineering's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shapir Engineering is expected to be smaller as well. Shapir Engineering has an expected return of -0.12%. Please make sure to validate Shapir Engineering coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Shapir Engineering performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Shapir Engineering Industry has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Begin Period Cash Flow | 633.2 M | |
| Total Cashflows From Investing Activities | -896.2 M | |
| Free Cash Flow | 338.8 M |
Shapir |
Shapir Engineering Relative Risk vs. Return Landscape
If you would invest 213,700 in Shapir Engineering Industry on January 16, 2024 and sell it today you would lose (14,800) from holding Shapir Engineering Industry or give up 6.93% of portfolio value over 90 days. Shapir Engineering Industry is generating negative expected returns and assumes 2.0271% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Shapir, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shapir Engineering Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shapir Engineering's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shapir Engineering Industry, and traders can use it to determine the average amount a Shapir Engineering's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0595
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| Negative Returns | SPEN |
Estimated Market Risk
| 2.03 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shapir Engineering is not performing at its full potential. However, 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 Shapir Engineering by adding Shapir Engineering to a well-diversified portfolio.
Shapir Engineering Fundamentals Growth
Shapir Stock prices reflect investors' perceptions of the future prospects and financial health of Shapir Engineering, and Shapir Engineering fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Shapir Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0295 | |||
| Profit Margin | 0.11 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 16.4 B | |||
| Shares Outstanding | 357.25 M | |||
| Price To Book | 3.68 X | |||
| Price To Sales | 2.47 X | |||
| Revenue | 3.89 B | |||
| EBITDA | 960.47 M | |||
| Cash And Equivalents | 604.34 M | |||
| Cash Per Share | 1.71 X | |||
| Total Debt | 5.35 B | |||
| Debt To Equity | 264.40 % | |||
| Book Value Per Share | 7.54 X | |||
| Cash Flow From Operations | 523.9 M | |||
| Earnings Per Share | 1.19 X | |||
| Total Asset | 11.42 B | |||
| Retained Earnings | 810 M | |||
| Current Asset | 2.61 B | |||
| Current Liabilities | 1.45 B | |||
About Shapir Engineering Performance
To evaluate Shapir Engineering Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Shapir Engineering generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Shapir Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Shapir Engineering market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Shapir's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Shapir Engineering and Industry Ltd, together with its subsidiaries, engages in construction, construction materials, and real estate businesses in Israel. Shapir Engineering and Industry Ltd was incorporated in 2013 and is based in Petach Tikva, Israel. SHAPIR ENGINEERING is traded on Tel Aviv Stock Exchange in Israel.Things to note about Shapir Engineering performance evaluation
Checking the ongoing alerts about Shapir Engineering for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shapir Engineering help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shapir Engineering generated a negative expected return over the last 90 days | |
| Shapir Engineering has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 60.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Shapir Engineering's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Shapir Engineering's stock is overvalued or undervalued compared to its peers.
- Examining Shapir Engineering's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Shapir Engineering's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shapir Engineering's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shapir Engineering's stock. These opinions can provide insight into Shapir Engineering's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Shapir Engineering Industry. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Shapir Stock analysis
When running Shapir Engineering's price analysis, check to measure Shapir Engineering's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Shapir Engineering is operating at the current time. Most of Shapir Engineering's value examination focuses on studying past and present price action to predict the probability of Shapir Engineering's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shapir Engineering's price. Additionally, you may evaluate how the addition of Shapir Engineering to your portfolios can decrease your overall portfolio volatility.
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