Shamaym Improve (Israel) Performance
| SHMM Stock | 154.10 6.10 4.12% |
The entity has a beta of 1.26, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Shamaym Improve will likely underperform. At this point, Shamaym Improve has a negative expected return of -1.19%. Please make sure to validate Shamaym Improve's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Shamaym Improve performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days Shamaym Improve 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 January 2026. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Shamaym |
Shamaym Improve Relative Risk vs. Return Landscape
If you would invest 29,120 in Shamaym Improve on September 30, 2025 and sell it today you would lose (14,320) from holding Shamaym Improve or give up 49.18% of portfolio value over 90 days. Shamaym Improve is generating negative expected returns and assumes 5.7831% volatility on return distribution over the 90 days horizon. Simply put, 51% of stocks are less volatile than Shamaym, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shamaym Improve Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shamaym Improve's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shamaym Improve, and traders can use it to determine the average amount a Shamaym Improve'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 = -0.206
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SHMM |
Estimated Market Risk
| 5.78 actual daily | 51 51% of assets are less volatile |
Expected Return
| -1.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shamaym Improve 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 Shamaym Improve by adding Shamaym Improve to a well-diversified portfolio.
Things to note about Shamaym Improve performance evaluation
Checking the ongoing alerts about Shamaym Improve for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shamaym Improve help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shamaym Improve generated a negative expected return over the last 90 days | |
| Shamaym Improve has high historical volatility and very poor performance |
- Analyzing Shamaym Improve'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 Shamaym Improve's stock is overvalued or undervalued compared to its peers.
- Examining Shamaym Improve'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 Shamaym Improve's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shamaym Improve's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shamaym Improve's stock. These opinions can provide insight into Shamaym Improve's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shamaym Stock analysis
When running Shamaym Improve's price analysis, check to measure Shamaym Improve'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 Shamaym Improve is operating at the current time. Most of Shamaym Improve's value examination focuses on studying past and present price action to predict the probability of Shamaym Improve's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shamaym Improve's price. Additionally, you may evaluate how the addition of Shamaym Improve to your portfolios can decrease your overall portfolio volatility.
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |