Satcom Systems (Israel) Performance

STCM -- Israel Stock  

ILS 116.50  3.50  3.10%

On a scale of 0 to 100 Satcom Systems holds performance score of 34. The entity has beta of 0.0358 which indicates as returns on market increase, Satcom Systems returns are expected to increase less than the market. However during bear market, the loss on holding Satcom Systems will be expected to be smaller as well.. Although it is vital to follow to Satcom Systems current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards 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 inspecting Satcom Systems technical indicators you can presently evaluate if the expected return of 0.2635% will be sustainable into the future. Please operates Satcom Systems Treynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to make a quick decision on weather Satcom Systems existing price patterns will revert.
Horizon     30 Days    Login   to change

Satcom Systems Relative Risk vs. Return Landscape

If you would invest  11,260  in Satcom Systems Ltd on September 23, 2018 and sell it today you would earn a total of  390.00  from holding Satcom Systems Ltd or generate 3.46% return on investment over 30 days. Satcom Systems Ltd is generating 0.2635% of daily returns and assumes 0.5095% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Satcom Systems Ltd and 96% 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, Satcom Systems Ltd is expected to generate 0.48 times more return on investment than the market. However, the company is 2.08 times less risky than the market. It trades about 0.52 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Satcom Systems Market Risk Analysis

Sharpe Ratio = 0.517
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Satcom Systems Relative Performance Indicators

Estimated Market Risk
 0.51
  actual daily
 
 96 %
of total potential
  
Expected Return
 0.26
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.52
  actual daily
 
 34 %
of total potential
  
Based on monthly moving average Satcom Systems is performing at about 34% 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 Satcom Systems by adding it to a well-diversified portfolio.

Satcom Systems Performance Rating

Satcom Systems Ltd Risk Adjusted Performance Analysis

34 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Satcom Systems Ltd are ranked lower than 34 (%) of all global equities and portfolios over the last 30 days.

Satcom Systems Alerts

Equity Alerts and Improvement Suggestions

Satcom Systems is not yet fully synchronised with the market data
Satcom Systems has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 16.78 M in total debt with debt to equity ratio (D/E) of 151.1 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Satcom Systems Ltd has Current Ratio of 0.89 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
Also please take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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