Tefen Industrial (Israel) Performance

TEFN -- Israel Stock  

ILS 626.30  21.30  3.29%

On a scale of 0 to 100 Tefen Industrial holds performance score of 5. The entity has beta of -0.029 which indicates as returns on market increase, returns on owning Tefen Industrial are expected to decrease at a much smaller rate. During bear market, Tefen Industrial is likely to outperform the market.. Although it is vital to follow to Tefen Industrial Eng 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. We have found twenty-one technical indicators for Tefen Industrial Engineering Management Systems Analysis which you can use to evaluate performance of the company. Please operates Tefen Industrial Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to make a quick decision on weather Tefen Industrial Eng existing price patterns will revert.
Horizon     30 Days    Login   to change

Tefen Industrial Eng Relative Risk vs. Return Landscape

If you would invest  58,770  in Tefen Industrial Engineering Management Systems Analysis on November 18, 2018 and sell it today you would earn a total of  5,990  from holding Tefen Industrial Engineering Management Systems Analysis or generate 10.19% return on investment over 30 days. Tefen Industrial Engineering Management Systems Analysis is generating 0.5896% of daily returns and assumes 6.8144% volatility on return distribution over the 30 days horizon. Simply put, 61% of equities are less volatile than Tefen Industrial Engineering Management Systems Analysis and 89% 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, Tefen Industrial Engineering Management Systems Analysis is expected to generate 5.06 times more return on investment than the market. However, the company is 5.06 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Tefen Industrial Market Risk Analysis

Sharpe Ratio = 0.0865
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