Elbit Systems (Israel) Performance
| ESLT Stock | ILA 75,700 730.00 0.96% |
The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Elbit Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Elbit Systems is expected to be smaller as well. Elbit Systems has an expected return of -0.067%. Please make sure to confirm Elbit Systems market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Elbit Systems performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Elbit Systems has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Elbit Systems is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 278.8 M | |
| Total Cashflows From Investing Activities | -587.7 M | |
| Free Cash Flow | 228.3 M |
Elbit |
Elbit Systems Relative Risk vs. Return Landscape
If you would invest 7,867,000 in Elbit Systems on January 19, 2024 and sell it today you would lose (297,000) from holding Elbit Systems or give up 3.78% of portfolio value over 90 days. Elbit Systems is generating negative expected returns and assumes 1.4291% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Elbit, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Elbit Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elbit Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Elbit Systems, and traders can use it to determine the average amount a Elbit Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0469
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| Negative Returns | ESLT |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Elbit Systems is not performing at its full potential. However, 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 Elbit Systems by adding Elbit Systems to a well-diversified portfolio.
Elbit Systems Fundamentals Growth
Elbit Stock prices reflect investors' perceptions of the future prospects and financial health of Elbit Systems, and Elbit Systems fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Elbit Stock performance.
| Return On Equity | 0.0778 | |||
| Return On Asset | 0.0218 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.06 % | |||
| Current Valuation | 29.61 B | |||
| Shares Outstanding | 44.34 M | |||
| Price To Book | 2.86 X | |||
| Price To Sales | 4.73 X | |||
| Revenue | 5.28 B | |||
| EBITDA | 576.93 M | |||
| Cash And Equivalents | 219.15 M | |||
| Cash Per Share | 4.96 X | |||
| Total Debt | 884.95 M | |||
| Debt To Equity | 0.62 % | |||
| Book Value Per Share | 58.66 X | |||
| Cash Flow From Operations | 416.93 M | |||
| Earnings Per Share | 15.52 X | |||
| Total Asset | 9.32 B | |||
| Current Asset | 2.47 B | |||
| Current Liabilities | 1.95 B | |||
About Elbit Systems Performance
To evaluate Elbit Systems Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Elbit Systems generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Elbit Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Elbit Systems market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Elbit's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Elbit Systems Ltd. develops and supplies a portfolio of airborne, land, and naval systems and products for defense, homeland security, and commercial aviation applications primarily in Israel. Elbit Systems Ltd. was incorporated in 1966 and is based in Haifa, Israel. ELBIT SYSTEMS operates under Aerospace Defense classification in Israel and is traded on Tel Aviv Stock Exchange. It employs 16676 people.Things to note about Elbit Systems performance evaluation
Checking the ongoing alerts about Elbit Systems for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Elbit Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Elbit Systems generated a negative expected return over the last 90 days | |
| About 49.0% of the company shares are held by company insiders |
- Analyzing Elbit Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Elbit Systems' stock is overvalued or undervalued compared to its peers.
- Examining Elbit Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Elbit Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Elbit Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Elbit Systems' stock. These opinions can provide insight into Elbit Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Elbit Systems. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Elbit Stock analysis
When running Elbit Systems' price analysis, check to measure Elbit Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Elbit Systems is operating at the current time. Most of Elbit Systems' value examination focuses on studying past and present price action to predict the probability of Elbit Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Elbit Systems' price. Additionally, you may evaluate how the addition of Elbit Systems to your portfolios can decrease your overall portfolio volatility.
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