Tefen Industrial (Israel) Performance

TEFN -- Israel Stock  

ILS 536.20  35.60  6.23%

Macroaxis gives Tefen Industrial performance score of 0 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Tefen Industrial are completely uncorrelated. Even though it is essential to pay attention to Tefen Industrial Eng current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Tefen Industrial Engineering Management Systems Analysis exposes twenty-one different technical indicators which can help you to evaluate its performance. Tefen Industrial Eng has expected return of -1.0393%. Please be advised to validate Tefen Industrial Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if Tefen Industrial Eng past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Tefen Industrial Eng Relative Risk vs. Return Landscape

If you would invest  63,650  in Tefen Industrial Engineering Management Systems Analysis on September 18, 2018 and sell it today you would lose (10,030)  from holding Tefen Industrial Engineering Management Systems Analysis or give up 15.76% of portfolio value over 30 days. Tefen Industrial Engineering Management Systems Analysis is generating negative expected returns and assumes 2.3742% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than Tefen Industrial Engineering Management Systems Analysis 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, Tefen Industrial Engineering Management Systems Analysis is expected to under-perform the market. In addition to that, the company is 2.22 times more volatile than its market benchmark. It trades about -0.44 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of volatility.

Tefen Industrial Market Risk Analysis

Sharpe Ratio = -0.4377
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Tefen Industrial Relative Performance Indicators

Estimated Market Risk
 2.37
  actual daily
 
 79 %
of total potential
  
Expected Return
 -1.04
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.44
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Tefen Industrial 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 Tefen Industrial by adding it to a well-diversified portfolio.

Tefen Industrial Performance Rating

Tefen Industrial Engineering Management Systems Analysis Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

Over the last 30 days Tefen Industrial Engineering Management Systems Analysis has generated negative risk-adjusted returns adding no value to investors with long positions.

Tefen Industrial Alerts

Equity Alerts and Improvement Suggestions

Tefen Industrial Eng is not yet fully synchronised with the market data
Tefen Industrial Eng generates negative expected return over the last 30 days
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 27.61 M 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 Engineering Management Systems Analysis has Current Ratio of 0.51 indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due.
This company reported revenue of 40.44 M. Net Loss for the year was (24.63 M) with profit before overhead, payroll, taxes, and interest of 4.55 M.
TEFEN IND ENGR & has accumulated about 5.28 M in cash with (10.15 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.57.
Also please take a look at World Market Map. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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