Tefen Industrial (Israel) Performance

TEFN -- Israel Stock  

ILS 1,067  85.00  7.38%

Tefen Industrial holds performance score of 28 on a scale of zero to a hundred. The entity has beta of 3.6342 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tefen Industrial will likely underperform. Although it is essential to pay attention to Tefen Industrial Eng current price movements, it is also good to be reasonable about what you can actually do with equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Tefen Industrial Engineering Management Systems Analysis expected return of 3.1454 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Tefen Industrial Eng Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to analyze future returns on Tefen Industrial Eng.
28

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Tefen Industrial Engineering Management Systems Analysis are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days. Despite somewhat weak basic indicators, Tefen Industrial sustained solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low70.10
Fifty Two Week High1,178.00
Horizon     30 Days    Login   to change

Tefen Industrial Eng Relative Risk vs. Return Landscape

If you would invest  72,980  in Tefen Industrial Engineering Management Systems Analysis on March 26, 2019 and sell it today you would earn a total of  42,220  from holding Tefen Industrial Engineering Management Systems Analysis or generate 57.85% return on investment over 30 days. Tefen Industrial Engineering Management Systems Analysis is generating 3.1454% of daily returns and assumes 7.6281% volatility on return distribution over the 30 days horizon. Simply put, 68% of equities are less volatile than Tefen Industrial and 41% 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 is expected to generate 13.02 times more return on investment than the market. However, the company is 13.02 times more volatile than its market benchmark. It trades about 0.41 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

Tefen Industrial Market Risk Analysis

Sharpe Ratio = 0.4123
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Tefen Industrial Relative Performance Indicators

Estimated Market Risk
 7.63
  actual daily
 
 68 %
of total potential
 
68
Expected Return
 3.15
  actual daily
 
 59 %
of total potential
 
59
Risk-Adjusted Return
 0.41
  actual daily
 
 28 %
of total potential
 
28
Based on monthly moving average Tefen Industrial is performing at about 28% 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 Tefen Industrial by adding it to a well-diversified portfolio.

Tefen Industrial Alerts

Equity Alerts and Improvement Suggestions

Tefen Industrial Eng is not yet fully synchronised with the market data
Tefen Industrial Eng appears to be very risky and stock price may revert if volatility continues
Tefen Industrial Eng has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 18.97M in total debt with debt to equity ratio (D/E) of 734.9 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Tefen Industrial Eng has Current Ratio of 0.28 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
The entity reported revenue of 34.34M. Net Loss for the year was (52.53M) with profit before overhead, payroll, taxes, and interest of 4.55M.
TEFEN IND ENGR & has accumulated about 1.04M in cash with (7.97M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.11.
Also please take a look at World Market Map. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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