Value Capital Related Correlations
PLTF Stock | ILS 39.00 2.60 7.14% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Value Stock performing well and Value Capital 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 Value Capital'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 | 1.79 | 0.16 | 0.06 | 0.50 | 1.89 | 4.24 | 11.72 | |||
PHOE | 1.58 | (0.06) | 0.00 | (0.08) | 0.00 | 3.59 | 10.35 | |||
HARL | 1.75 | 0.29 | 0.13 | 1.85 | 1.57 | 4.09 | 12.35 | |||
CLIS | 1.43 | 0.00 | (0.02) | 0.05 | 1.75 | 2.80 | 10.97 | |||
LUMI | 1.41 | (0.06) | 0.00 | (0.15) | 0.00 | 3.12 | 9.09 | |||
ELCO | 1.89 | 0.02 | (0.02) | (0.28) | 2.06 | 3.43 | 14.69 | |||
SAE | 1.37 | 0.45 | 0.25 | (5.74) | 1.13 | 2.70 | 15.04 | |||
MMHD | 1.29 | 0.00 | (0.03) | 0.06 | 1.26 | 3.46 | 6.98 | |||
DSCT | 1.52 | (0.01) | (0.03) | 0.02 | 1.49 | 3.43 | 9.27 |