Glassbox (Israel) Performance
| GLBX Stock | 4,059 0.00 0.00% |
On a scale of 0 to 100, Glassbox holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of -0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Glassbox are expected to decrease at a much lower rate. During the bear market, Glassbox is likely to outperform the market. Please check Glassbox's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Glassbox's current trending patterns will revert.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Glassbox are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Glassbox sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Glassbox |
Glassbox Relative Risk vs. Return Landscape
If you would invest 376,000 in Glassbox on August 25, 2024 and sell it today you would earn a total of 29,900 from holding Glassbox or generate 7.95% return on investment over 90 days. Glassbox is generating 0.3271% of daily returns and assumes 5.005% volatility on return distribution over the 90 days horizon. Simply put, 44% of stocks are less volatile than Glassbox, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Glassbox Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Glassbox's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Glassbox, and traders can use it to determine the average amount a Glassbox'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 = 0.0653
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Estimated Market Risk
| 5.01 actual daily | 44 56% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Glassbox is performing at about 5% 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 Glassbox by adding it to a well-diversified portfolio.
Things to note about Glassbox performance evaluation
Checking the ongoing alerts about Glassbox for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Glassbox help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Glassbox is not yet fully synchronised with the market data | |
| Glassbox had very high historical volatility over the last 90 days |
- Analyzing Glassbox'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 Glassbox's stock is overvalued or undervalued compared to its peers.
- Examining Glassbox'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 Glassbox's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Glassbox's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Glassbox's stock. These opinions can provide insight into Glassbox's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Glassbox Stock analysis
When running Glassbox's price analysis, check to measure Glassbox'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 Glassbox is operating at the current time. Most of Glassbox's value examination focuses on studying past and present price action to predict the probability of Glassbox's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Glassbox's price. Additionally, you may evaluate how the addition of Glassbox to your portfolios can decrease your overall portfolio volatility.
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