Tachlit Indices (Israel) Performance
| TCH-F55 Etf | ILA 23,410 40.00 0.17% |
The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tachlit Indices' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tachlit Indices is expected to be smaller as well.
Risk-Adjusted Performance
24 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Tachlit Indices Mutual are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Tachlit Indices sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Tachlit |
Tachlit Indices Relative Risk vs. Return Landscape
If you would invest 1,989,000 in Tachlit Indices Mutual on September 3, 2024 and sell it today you would earn a total of 352,000 from holding Tachlit Indices Mutual or generate 17.7% return on investment over 90 days. Tachlit Indices Mutual is generating 0.3616% of daily returns and assumes 1.1777% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Tachlit, and 93% 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 = 0.307
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Estimated Market Risk
| 1.18 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average Tachlit Indices is performing at about 24% 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 Tachlit Indices by adding it 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.