Tachlit Indices (Israel) Performance
| TCH-F65 Etf | ILA 6,930 46.00 0.66% |
The entity has a beta of 0.0472, 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
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Tachlit Indices Mutual are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Tachlit Indices may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Tachlit |
Tachlit Indices Relative Risk vs. Return Landscape
If you would invest 649,300 in Tachlit Indices Mutual on September 3, 2024 and sell it today you would earn a total of 43,700 from holding Tachlit Indices Mutual or generate 6.73% return on investment over 90 days. Tachlit Indices Mutual is generating 0.1619% of daily returns and assumes 2.0606% volatility on return distribution over the 90 days horizon. Simply put, 18% of etfs are less volatile than Tachlit, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 = 0.0786
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TCH-F65 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Tachlit Indices is performing at about 6% 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.