Tachlit Index (Israel) Performance
| TCH-FK4 Etf | ILA 2,257 29.00 1.27% |
The entity has a beta of 0.0056, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tachlit Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tachlit Index is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Tachlit Index Sal are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Tachlit Index sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Tachlit |
Tachlit Index Relative Risk vs. Return Landscape
If you would invest 204,900 in Tachlit Index Sal on September 3, 2024 and sell it today you would earn a total of 20,800 from holding Tachlit Index Sal or generate 10.15% return on investment over 90 days. Tachlit Index Sal is generating 0.215% of daily returns and assumes 0.9712% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Tachlit, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Tachlit Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tachlit Index's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Tachlit Index Sal, and traders can use it to determine the average amount a Tachlit Index'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 = 0.2214
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Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Tachlit Index is performing at about 17% 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 Index by adding it to a well-diversified portfolio.
About Tachlit Index Performance
By analyzing Tachlit Index's fundamental ratios, stakeholders can gain valuable insights into Tachlit Index's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Tachlit Index 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 Index has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.