Tachlit Indices (Israel) Performance
| TCH-F99 Etf | ILA 183.30 1.30 0.70% |
The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tachlit Indices' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tachlit Indices is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Tachlit Indices Mutual has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
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Tachlit Indices Relative Risk vs. Return Landscape
If you would invest 20,310 in Tachlit Indices Mutual on January 25, 2024 and sell it today you would lose (1,980) from holding Tachlit Indices Mutual or give up 9.75% of portfolio value over 90 days. Tachlit Indices Mutual is generating negative expected returns and assumes 1.8349% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than Tachlit, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Tachlit Indices Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tachlit Indices' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Tachlit Indices Mutual, and traders can use it to determine the average amount a Tachlit Indices' 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 = -0.105
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| Negative Returns | TCH-F99 |
Estimated Market Risk
| 1.83 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Tachlit Indices 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 Tachlit Indices by adding Tachlit Indices to a well-diversified portfolio.
About Tachlit Indices Performance
To evaluate Tachlit Indices Mutual 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 Tachlit Indices 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 Tachlit 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 Tachlit Indices Mutual market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Tachlit'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.| Tachlit Indices generated a negative expected return over the last 90 days |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tachlit Indices Mutual. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Tachlit Indices Mutual information on this page should be used as a complementary analysis to other Tachlit Indices' 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 the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Please note, there is a significant difference between Tachlit Indices' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tachlit Indices is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tachlit Indices' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.