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.
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 Low||70.10|
|Fifty Two Week High||1,178.00|
|Horizon||30 Days Login to change|
Tefen Industrial Eng Relative Risk vs. Return LandscapeIf 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 (%)
Tefen Industrial Market Risk Analysis
Sharpe Ratio = 0.4123
Tefen Industrial Relative Performance Indicators
Estimated Market Risk
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.|