TEL AVIV (Israel) Performance

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TASE -- Israel Stock  

ILA 1,216  40.00  3.40%

The entity has beta of -0.976 which indicates Although it is extremely important to respect TEL AVIV STOCK current price movements, it is better to be realistic regarding the information on equity historical returns. The approach into 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 examining TEL AVIV STOCK technical indicators you can now evaluate if the expected return of 0.0121% will be sustainable into the future. TEL AVIV STOCK currently has a risk of 1.96%. Please validate TEL AVIV Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if TEL AVIV will be following its existing price patterns.
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Risk-Adjusted Performance

Over the last 30 days TEL AVIV STOCK EXC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, TEL AVIV is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio0.73
Fifty Two Week Low899.00
Fifty Two Week High1,369.00
Horizon     30 Days    Login   to change

TEL AVIV STOCK Relative Risk vs. Return Landscape

If you would invest  121,900  in TEL AVIV STOCK EXC on December 23, 2019 and sell it today you would lose (300.00)  from holding TEL AVIV STOCK EXC or give up 0.25% of portfolio value over 30 days. TEL AVIV STOCK EXC is generating 0.0121% of daily returns and assumes 1.9625% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than TEL AVIV 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, TEL AVIV is expected to generate 11.79 times less return on investment than the market. In addition to that, the company is 4.1 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of volatility.

TEL AVIV Market Risk Analysis

Sharpe Ratio = 0.0062
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TEL AVIV Relative Performance Indicators

Estimated Market Risk
 1.96
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 0.01
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
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 0 %
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Based on monthly moving average TEL AVIV 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 TEL AVIV by adding it to a well-diversified portfolio.

TEL AVIV Alerts

Equity Alerts and Improvement Suggestions

TEL AVIV STOCK is not yet fully synchronised with the market data
Additionally take a look at World Market Map. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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