Israel Op (Israel) Performance
| ISOP Stock | 73.40 0.40 0.55% |
The company retains a Market Volatility (i.e., Beta) of -0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Israel Op are expected to decrease at a much lower rate. During the bear market, Israel Op is likely to outperform the market. At this point, Israel Op L has a negative expected return of -0.13%. Please make sure to check out Israel Op's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Israel Op L performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Israel Op L has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Israel |
Israel Op Relative Risk vs. Return Landscape
If you would invest 7,920 in Israel Op L on September 1, 2024 and sell it today you would lose (580.00) from holding Israel Op L or give up 7.32% of portfolio value over 90 days. Israel Op L is generating negative expected returns and assumes 2.5705% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Israel, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Israel Op Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Israel Op's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Israel Op L, and traders can use it to determine the average amount a Israel Op'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 = -0.0502
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| Negative Returns | ISOP |
Estimated Market Risk
| 2.57 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Israel Op 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 Israel Op by adding Israel Op to a well-diversified portfolio.
Things to note about Israel Op L performance evaluation
Checking the ongoing alerts about Israel Op for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Israel Op L help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Israel Op L generated a negative expected return over the last 90 days |
- Analyzing Israel Op'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 Israel Op's stock is overvalued or undervalued compared to its peers.
- Examining Israel Op'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 Israel Op's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Israel Op's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Israel Op's stock. These opinions can provide insight into Israel Op's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Israel Stock analysis
When running Israel Op's price analysis, check to measure Israel Op'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 Israel Op is operating at the current time. Most of Israel Op's value examination focuses on studying past and present price action to predict the probability of Israel Op's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Israel Op's price. Additionally, you may evaluate how the addition of Israel Op to your portfolios can decrease your overall portfolio volatility.
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