Africa Israel Related Correlations
AFRE Stock | ILS 21,100 800.00 3.65% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Africa Stock performing well and Africa Israel Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Africa Israel's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
MGDL | 1.78 | 0.10 | 0.04 | 0.27 | 1.91 | 4.24 | 11.72 | |||
PHOE | 1.55 | (0.08) | 0.00 | (0.14) | 0.00 | 3.59 | 10.35 | |||
HARL | 1.72 | 0.22 | 0.10 | 0.98 | 1.63 | 4.09 | 12.35 | |||
CLIS | 1.43 | 0.00 | (0.02) | 0.05 | 1.75 | 2.80 | 10.97 | |||
LUMI | 1.41 | (0.05) | 0.00 | (0.18) | 0.00 | 3.12 | 9.09 | |||
ELCO | 1.86 | 0.00 | (0.02) | 0.04 | 2.06 | 3.43 | 14.69 | |||
SAE | 1.38 | 0.44 | 0.26 | 138.45 | 1.14 | 2.70 | 15.04 | |||
MMHD | 1.28 | 0.00 | (0.03) | 0.03 | 1.27 | 3.46 | 6.98 | |||
DSCT | 1.51 | (0.01) | (0.03) | (0.01) | 1.51 | 3.43 | 9.27 |