Union Bank (Israel) Performance

UNON -- Israel Stock  

ILS 1,536  6.00  0.39%

Macroaxis gives Union Bank performance score of 0 on a scale of 0 to 100. The entity has beta of -0.1858 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 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 has expected return of -0.2605%. 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 past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Union Bank Relative Risk vs. Return Landscape

If you would invest  165,700  in Union Bank of Israel Ltd on November 12, 2018 and sell it today you would lose (12,100)  from holding Union Bank of Israel Ltd or give up 7.3% of portfolio value over 30 days. Union Bank of Israel Ltd is generating negative expected returns and assumes 1.4286% volatility on return distribution over the 30 days horizon. Simply put, 12% 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 under-perform the market. In addition to that, the company is 1.09 times more volatile than its market benchmark. It trades about -0.18 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of volatility.

Union Bank Market Risk Analysis

Sharpe Ratio = -0.1823
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Union Bank Relative Performance Indicators

Estimated Market Risk
 1.43
  actual daily
 
 12 %
of total potential
 
12
Expected Return
 -0.26
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.18
  actual daily
 
 0 %
of total potential
 
0
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

0

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 generates negative expected return over the last 30 days
Union Bank has high likelihood to experience some financial distress in the next 2 years
UNION BK ISRAEL 1 has accumulated about 9.1B in cash with (968M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 124.77.

Union Bank Performance Indicators

Union Bank Basic Price Performance Measures

Fifty Two Week Low1,482.00
Fifty Two Week High2,045.00
Also please take a look at World Market Map. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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