Satcom Systems (Israel) Performance

STCM -- Israel Stock  

ILS 87.00  0.00  0.00%

The entity has beta of -0.1632 which indicates as returns on market increase, returns on owning Satcom Systems are expected to decrease at a much smaller rate. During bear market, Satcom Systems is likely to outperform the market. 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 -0.0231%. 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.

Risk-Adjusted Performance

Over the last 30 days Satcom Systems Ltd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Satcom Systems is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio0.57
Fifty Two Week Low70.20
Fifty Two Week High135.50
Horizon     30 Days    Login   to change

Satcom Systems Relative Risk vs. Return Landscape

If you would invest  8,720  in Satcom Systems Ltd on March 21, 2019 and sell it today you would lose (20.00)  from holding Satcom Systems Ltd or give up 0.23% of portfolio value over 30 days. Satcom Systems Ltd is generating negative expected returns and assumes 0.7438% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Satcom Systems 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, Satcom Systems is expected to under-perform the market. In addition to that, the company is 1.3 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

Satcom Systems Market Risk Analysis

Sharpe Ratio = -0.031
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Satcom Systems Relative Performance Indicators

Estimated Market Risk
  actual daily
 6 %
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 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 portfolio.

Satcom Systems Alerts

Equity Alerts and Improvement Suggestions

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 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.
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