|STCM -- Israel Stock|| |
ILS 96.40 0.000002 0.00%
Macroaxis gives Satcom Systems performance score of 0 on a scale of 0 to 100. The entity has beta of 0.1068 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.. Even though it is essential to pay attention to Satcom Systems
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
. Satcom Systems Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Satcom Systems
has expected return of -0.735%. Please be advised to validate Satcom Systems Treynor Ratio
, Value At Risk
, Downside Variance
, as well as the relationship
between Maximum Drawdown
and Potential Upside
to decide if Satcom Systems
past performance will be repeated at some point in the near future.
Satcom Systems Relative Risk vs. Return Landscape
If you would invest 11,760
in Satcom Systems Ltd on November 16, 2018
and sell it today you would lose (2,120)
from holding Satcom Systems Ltd or give up 18.03%
of portfolio value over 30
days. Satcom Systems Ltd is generating negative expected returns and assumes 2.3247% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than Satcom Systems Ltd and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, Satcom Systems Ltd is expected to under-perform the market. In addition to that, the company is 1.8 times more volatile than its market benchmark. It trades about -0.32 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.
Satcom Systems Market Risk Analysis
Sharpe Ratio = -0.3161
Satcom Systems Relative Performance Indicators
Estimated Market Risk
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Based on monthly moving average Satcom Systems 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 Satcom Systems
by adding it to a well-diversified
Over the last 30 days Satcom Systems Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.
|Satcom Systems is not yet fully synchronised with the market data|
|Satcom Systems generates negative expected return over the last 30 days|
|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 16.56M in total debt with debt to equity ratio (D/E) of 99.3 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Satcom Systems Ltd has Current Ratio of 0.61 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. |
|Fifty Two Week Low||95.60|
|Fifty Two Week High||135.50|
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