MEITAV INVESTMENTS (Israel) Performance
| MTAV Stock | 2,797 140.00 5.27% |
On a scale of 0 to 100, MEITAV INVESTMENTS holds a performance score of 28. The company secures a Beta (Market Risk) of 0.0713, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MEITAV INVESTMENTS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MEITAV INVESTMENTS is expected to be smaller as well. Please check MEITAV INVESTMENTS's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether MEITAV INVESTMENTS's current price movements will revert.
Risk-Adjusted Performance
28 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in MEITAV INVESTMENTS HOUSE are ranked lower than 28 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, MEITAV INVESTMENTS sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
MEITAV |
MEITAV INVESTMENTS Relative Risk vs. Return Landscape
If you would invest 181,700 in MEITAV INVESTMENTS HOUSE on August 28, 2024 and sell it today you would earn a total of 84,000 from holding MEITAV INVESTMENTS HOUSE or generate 46.23% return on investment over 90 days. MEITAV INVESTMENTS HOUSE is generating 0.857% of daily returns and assumes 2.4078% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than MEITAV, and 83% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MEITAV INVESTMENTS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEITAV INVESTMENTS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MEITAV INVESTMENTS HOUSE, and traders can use it to determine the average amount a MEITAV INVESTMENTS'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 = 0.3559
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Estimated Market Risk
| 2.41 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.86 actual daily | 17 83% of assets have higher returns |
Risk-Adjusted Return
| 0.36 actual daily | 28 72% of assets perform better |
Based on monthly moving average MEITAV INVESTMENTS is performing at about 28% 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 MEITAV INVESTMENTS by adding it to a well-diversified portfolio.
Things to note about MEITAV INVESTMENTS HOUSE performance evaluation
Checking the ongoing alerts about MEITAV INVESTMENTS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MEITAV INVESTMENTS HOUSE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating MEITAV INVESTMENTS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate MEITAV INVESTMENTS's stock performance include:- Analyzing MEITAV INVESTMENTS'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 MEITAV INVESTMENTS's stock is overvalued or undervalued compared to its peers.
- Examining MEITAV INVESTMENTS'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 MEITAV INVESTMENTS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MEITAV INVESTMENTS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MEITAV INVESTMENTS's stock. These opinions can provide insight into MEITAV INVESTMENTS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MEITAV Stock analysis
When running MEITAV INVESTMENTS's price analysis, check to measure MEITAV INVESTMENTS'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 MEITAV INVESTMENTS is operating at the current time. Most of MEITAV INVESTMENTS's value examination focuses on studying past and present price action to predict the probability of MEITAV INVESTMENTS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MEITAV INVESTMENTS's price. Additionally, you may evaluate how the addition of MEITAV INVESTMENTS to your portfolios can decrease your overall portfolio volatility.
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