Tel Aviv (Israel) Performance
| TA35 Index | 2,260 16.32 0.72% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Tel Aviv are completely uncorrelated.
Tel Aviv Relative Risk vs. Return Landscape
If you would invest 209,177 in Tel Aviv 35 on September 1, 2024 and sell it today you would earn a total of 16,872 from holding Tel Aviv 35 or generate 8.07% return on investment over 90 days. Tel Aviv 35 is generating 0.17% of daily returns and assumes 0.9942% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than Tel, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Tel Aviv Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tel Aviv's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Tel Aviv 35, and traders can use it to determine the average amount a Tel Aviv'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 = 0.171
| Best Portfolio | Best Equity | |||
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| Small Returns | TA35 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Tel Aviv is performing at about 13% 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 Tel Aviv by adding it to a well-diversified portfolio.