Tachlit Indices (Israel) Performance
| TCH-F99 Etf | ILA 134.00 2.30 1.69% |
The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tachlit Indices are expected to decrease at a much lower rate. During the bear market, Tachlit Indices is likely to outperform the market.
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 weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
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Tachlit Indices Relative Risk vs. Return Landscape
If you would invest 16,610 in Tachlit Indices Mutual on September 5, 2024 and sell it today you would lose (3,210) from holding Tachlit Indices Mutual or give up 19.33% of portfolio value over 90 days. Tachlit Indices Mutual is generating negative expected returns and assumes 1.9523% volatility on return distribution over the 90 days horizon. Simply put, 17% 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 = -0.229
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| Negative Returns | TCH-F99 |
Estimated Market Risk
| 1.95 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.45 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 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
By analyzing Tachlit Indices' fundamental ratios, stakeholders can gain valuable insights into Tachlit Indices' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Tachlit Indices has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Tachlit Indices has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Tachlit Indices generated a negative expected return over the last 90 days |
Other Information on Investing in Tachlit Etf
Tachlit Indices financial ratios help investors to determine whether Tachlit Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tachlit with respect to the benefits of owning Tachlit Indices security.