Creative Media (Israel) Performance
| CMCT Stock | 85.80 14.20 14.20% |
The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Creative Media are expected to decrease at a much lower rate. During the bear market, Creative Media is likely to outperform the market. At this point, Creative Media Community has a negative expected return of -3.86%. Please make sure to confirm Creative Media's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Creative Media Community performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Creative Media Community has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Creative |
Creative Media Relative Risk vs. Return Landscape
If you would invest 82,350 in Creative Media Community on August 25, 2024 and sell it today you would lose (73,770) from holding Creative Media Community or give up 89.58% of portfolio value over 90 days. Creative Media Community is generating negative expected returns and assumes 11.388% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Creative on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Creative Media Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Creative Media's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Creative Media Community, and traders can use it to determine the average amount a Creative Media'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 = -0.3391
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CMCT |
Estimated Market Risk
| 11.39 actual daily | 96 96% of assets are less volatile |
Expected Return
| -3.86 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.34 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Creative Media 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 Creative Media by adding Creative Media to a well-diversified portfolio.
Things to note about Creative Media Community performance evaluation
Checking the ongoing alerts about Creative Media for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Creative Media Community help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Creative Media generated a negative expected return over the last 90 days | |
| Creative Media has high historical volatility and very poor performance |
- Analyzing Creative Media's 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 Creative Media's stock is overvalued or undervalued compared to its peers.
- Examining Creative Media's 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 Creative Media's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Creative Media's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Creative Media's stock. These opinions can provide insight into Creative Media's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Creative Stock analysis
When running Creative Media's price analysis, check to measure Creative Media'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 Creative Media is operating at the current time. Most of Creative Media's value examination focuses on studying past and present price action to predict the probability of Creative Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Creative Media's price. Additionally, you may evaluate how the addition of Creative Media to your portfolios can decrease your overall portfolio volatility.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |