KSM MUTUAL (Israel) Performance

KSM-F197 -  Israel Etf  

ILA 20,950  80.00  0.38%

The etf secures a Beta (Market Risk) of 0.093, which conveys not very significant fluctuations relative to the market. Let's try to break down what KSM-F197's beta means in this case. As returns on the market increase, KSM MUTUAL returns are expected to increase less than the market. However, during the bear market, the loss on holding KSM MUTUAL will be expected to be smaller as well. Although it is vital to follow KSM MUTUAL FUNDS price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The approach towards estimating future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting KSM MUTUAL FUNDS technical indicators, you can now evaluate if the expected return of 0.45% will be sustainable into the future.

KSM-F197 Etf Performance 

 
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 KSM-F197 Performance
18 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in KSM MUTUAL FUNDS are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak technical and fundamental indicators, KSM MUTUAL sustained solid returns over the last few months and may actually be approaching a breakup point. ...more

KSM MUTUAL Relative Risk vs. Return Landscape

If you would invest  2,015,000  in KSM MUTUAL FUNDS on July 23, 2021 and sell it today you would earn a total of  80,000  from holding KSM MUTUAL FUNDS or generate 3.97% return on investment over 90 days. KSM MUTUAL FUNDS is generating 0.4477% of daily returns and assumes 1.7985% volatility on return distribution over the 90 days horizon. Simply put, 15% of etfs are less volatile than KSM-F197, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days trading horizon KSM MUTUAL is expected to generate 2.52 times more return on investment than the market. However, the company is 2.52 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

KSM MUTUAL Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM MUTUAL's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM MUTUAL FUNDS, and traders can use it to determine the average amount a KSM MUTUAL's 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 = 0.2489

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Estimated Market Risk
 1.8
  actual daily
 
 15 %
of total potential
 
1515
Expected Return
 0.45
  actual daily
 
 8 %
of total potential
 
88
Risk-Adjusted Return
 0.25
  actual daily
 
 18 %
of total potential
 
1818
Based on monthly moving average KSM MUTUAL is performing at about 18% 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 KSM MUTUAL by adding it to a well-diversified portfolio.

About KSM MUTUAL Performance

To evaluate KSM MUTUAL FUNDS Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when KSM MUTUAL 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 KSM-F197 Etf'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 KSM MUTUAL FUNDS stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents KSM-F197'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.

Things to note about KSM MUTUAL FUNDS

Checking the ongoing alerts about KSM MUTUAL for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for KSM MUTUAL FUNDS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

KSM MUTUAL Alerts

Equity Alerts and Improvement Suggestions

KSM MUTUAL FUNDS is not yet fully synchronised with the market data
Please see Stocks Correlation. Note that the KSM MUTUAL FUNDS information on this page should be used as a complementary analysis to other KSM MUTUAL's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

Other Tools for KSM-F197 Etf

When running KSM MUTUAL FUNDS price analysis, check to measure KSM MUTUAL's 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 KSM MUTUAL is operating at the current time. Most of KSM MUTUAL's value examination focuses on studying past and present price action to predict the probability of KSM MUTUAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move KSM MUTUAL's price. Additionally, you may evaluate how the addition of KSM MUTUAL to your portfolios can decrease your overall portfolio volatility.
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