Teuza A (Israel) Performance

TUZA -- Israel Stock  

ILS 48.10  0.40  0.84%

Macroaxis gives Teuza A performance score of 0 on a scale of 0 to 100. The entity has beta of -0.0461 which indicates as returns on market increase, returns on owning Teuza A are expected to decrease at a much smaller rate. During bear market, Teuza A is likely to outperform the market.. Even though it is essential to pay attention to Teuza A Fairchild 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. Teuza A Fairchild Technology Venture Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Teuza A Fairchild has expected return of -0.3233%. Please be advised to validate Teuza A Treynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to decide if Teuza A Fairchild past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Teuza A Fairchild Relative Risk vs. Return Landscape

If you would invest  4,930  in Teuza A Fairchild Technology Venture Ltd on September 20, 2018 and sell it today you would lose (160.00)  from holding Teuza A Fairchild Technology Venture Ltd or give up 3.25% of portfolio value over 30 days. Teuza A Fairchild Technology Venture Ltd is generating negative expected returns and assumes 1.1561% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Teuza A Fairchild Technology Venture Ltd 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, Teuza A Fairchild Technology Venture Ltd is expected to under-perform the market. In addition to that, the company is 1.09 times more volatile than its market benchmark. It trades about -0.28 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of volatility.

Teuza A Market Risk Analysis

Sharpe Ratio = -0.2797
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Teuza A Relative Performance Indicators

Estimated Market Risk
 1.16
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.32
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.28
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Teuza A 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 Teuza A by adding it to a well-diversified portfolio.

Teuza A Performance Rating

Teuza A Fairchild Technology Venture Ltd Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

Over the last 30 days Teuza A Fairchild Technology Venture Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Teuza A Alerts

Equity Alerts and Improvement Suggestions

Teuza A Fairchild is not yet fully synchronised with the market data
Teuza A Fairchild generates negative expected return over the last 30 days
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