Teva Pharmaceutical (Israel) Performance

TEVA -- Israel Stock  

ILS 6,089  71.00  1.18%

The entity has beta of 1.0952 which indicates Teva Pharmaceutical returns are very sensitive to returns on the market. as market goes up or down, Teva Pharmaceutical is expected to follow. Even though it is essential to pay attention to Teva Pharmaceutical 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. Teva Pharmaceutical Industries Limited exposes twenty-one different technical indicators which can help you to evaluate its performance. Teva Pharmaceutical has expected return of -0.6494%. Please be advised to validate Teva Pharmaceutical Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if Teva Pharmaceutical past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Teva Pharmaceutical Relative Risk vs. Return Landscape

If you would invest  717,500  in Teva Pharmaceutical Industries Limited on February 21, 2019 and sell it today you would lose (108,600)  from holding Teva Pharmaceutical Industries Limited or give up 15.14% of portfolio value over 30 days. Teva Pharmaceutical Industries Limited is generating negative expected returns and assumes 2.5542% volatility on return distribution over the 30 days horizon. Simply put, 22% of equities are less volatile than Teva Pharmaceutical 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, Teva Pharmaceutical is expected to under-perform the market. In addition to that, the company is 3.68 times more volatile than its market benchmark. It trades about -0.25 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

Teva Pharmaceutical Market Risk Analysis

Sharpe Ratio = -0.2542
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Teva Pharmaceutical Relative Performance Indicators

Estimated Market Risk
  actual daily
 22 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average Teva Pharmaceutical 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 Teva Pharmaceutical by adding it to a well-diversified portfolio.

Teva Pharmaceutical Performance Rating

Teva Pharmaceutical Industries Limited Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Teva Pharmaceutical Industries Limited has generated negative risk-adjusted returns adding no value to investors with long positions.

Teva Pharmaceutical Alerts

Equity Alerts and Improvement Suggestions

Teva Pharmaceutical is not yet fully synchronised with the market data
Teva Pharmaceutical generates negative expected return over the last 30 days
Teva Pharmaceutical has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company has accumulated 28.92B in total debt with debt to equity ratio (D/E) of 183.0 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Teva Pharmaceutical has Current Ratio of 0.94 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 18.85B. Net Loss for the year was (2.4B) with profit before overhead, payroll, taxes, and interest of 10.89B.

Teva Pharmaceutical Performance Indicators

Teva Pharmaceutical Basic Price Performance Measures

Quick Ratio0.53
Fifty Two Week Low5,440.00
Target High Price26.00
Fifty Two Week High9,475.00
Target Low Price26.00
Also please take a look at World Market Map. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.