TACHLIT INDICES (Israel) Performance

TCH
TCH-F72 -- Israel ETF  

ILA 3,940  1.88  0.0477%

The entity owns Beta (Systematic Risk) of -0.0035 which indicates as returns on market increase, returns on owning TACHLIT INDICES are expected to decrease at a much smaller rate. During bear market, TACHLIT INDICES is likely to outperform the market. Although it is extremely important to respect TACHLIT INDICES MU existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way of measuring future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating TACHLIT INDICES MU technical indicators you can today evaluate if the expected return of 0.0835% will be sustainable into the future.
3939

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TACHLIT INDICES MU are ranked lower than 39 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, TACHLIT INDICES is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Horizon     30 Days    Login   to change

TACHLIT INDICES MU Relative Risk vs. Return Landscape

If you would invest  393,000  in TACHLIT INDICES MU on December 20, 2019 and sell it today you would earn a total of  984.00  from holding TACHLIT INDICES MU or generate 0.25% return on investment over 30 days. TACHLIT INDICES MU is generating 0.0835% of daily returns and assumes 0.1446% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than TACHLIT INDICES 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, TACHLIT INDICES is expected to generate 1.69 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.23 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.3 of returns per unit of risk over similar time horizon.

TACHLIT INDICES Market Risk Analysis

Sharpe Ratio = 0.5774
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TACHLIT INDICES Relative Performance Indicators

Estimated Market Risk
 0.14
  actual daily
 
 1 %
of total potential
 
11
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.58
  actual daily
 
 39 %
of total potential
 
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Based on monthly moving average TACHLIT INDICES is performing at about 39% 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 TACHLIT INDICES by adding it to a well-diversified portfolio.

TACHLIT INDICES Alerts

Equity Alerts and Improvement Suggestions

TACHLIT INDICES MU is not yet fully synchronised with the market data
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