Union Bank (Israel) Performance

UNON -- Israel Stock  

ILS 1,651  35.00  2.08%

Macroaxis gives Union Bank performance score of 0 on a scale of 0 to 100. The entity has beta of -0.1143 which indicates as returns on market increase, returns on owning Union Bank are expected to decrease at a much smaller rate. During bear market, Union Bank is likely to outperform the market.. Even though it is essential to pay attention to Union Bank of 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. Union Bank of Israel Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. Union Bank of has expected return of -0.0163%. Please be advised to validate Union Bank Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Union Bank of past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Union Bank of Relative Risk vs. Return Landscape

If you would invest  165,600  in Union Bank of Israel Ltd on September 16, 2018 and sell it today you would lose (500.00)  from holding Union Bank of Israel Ltd or give up 0.3% of portfolio value over 30 days. Union Bank of Israel Ltd is generating negative expected returns and assumes 0.7371% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Union Bank of Israel 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, Union Bank of Israel Ltd is expected to generate 0.68 times more return on investment than the market. However, the company is 1.47 times less risky than the market. It trades about -0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Union Bank Market Risk Analysis

Sharpe Ratio = -0.0222
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Union Bank Relative Performance Indicators

Estimated Market Risk
  actual daily
 94 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average Union Bank 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 Union Bank by adding it to a well-diversified portfolio.

Union Bank Performance Rating

Union Bank of Israel Ltd Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days Union Bank of Israel Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

Union Bank Alerts

Equity Alerts and Improvement Suggestions

Union Bank of generates negative expected return over the last 30 days
Union Bank of has high likelihood to experience some financial distress in the next 2 years
Also please take a look at World Market Map. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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