Vision Sigma (Israel) Performance
| VISN Stock | ILA 5,291 250.00 4.51% |
The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vision Sigma are expected to decrease at a much lower rate. During the bear market, Vision Sigma is likely to outperform the market. At this point, Vision Sigma has a negative expected return of -0.0756%. Please make sure to validate Vision Sigma's kurtosis, rate of daily change, and the relationship between the skewness and daily balance of power , to decide if Vision Sigma performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days Vision Sigma has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Vision Sigma is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Vision |
Vision Sigma Relative Risk vs. Return Landscape
If you would invest 549,200 in Vision Sigma on October 1, 2025 and sell it today you would lose (20,100) from holding Vision Sigma or give up 3.66% of portfolio value over 90 days. Vision Sigma is generating negative expected returns and assumes 1.2177% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Vision, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vision Sigma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vision Sigma's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vision Sigma, and traders can use it to determine the average amount a Vision Sigma'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 = -0.0621
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VISN |
Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vision Sigma 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 Vision Sigma by adding Vision Sigma to a well-diversified portfolio.
Vision Sigma Fundamentals Growth
Vision Stock prices reflect investors' perceptions of the future prospects and financial health of Vision Sigma, and Vision Sigma fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vision Stock performance.
| Return On Equity | 0.22 | |||
| Return On Asset | -0.0032 | |||
| Profit Margin | 4.23 % | |||
| Operating Margin | (0.25) % | |||
| Current Valuation | 95.67 M | |||
| Shares Outstanding | 1.64 M | |||
| Price To Sales | 19.93 X | |||
| Revenue | 5.34 M | |||
| EBITDA | (717 K) | |||
| Cash And Equivalents | 47.19 M | |||
| Cash Per Share | 36.06 X | |||
| Total Debt | 73.07 M | |||
| Debt To Equity | 0.78 % | |||
| Book Value Per Share | 86.83 X | |||
| Cash Flow From Operations | 6.62 M | |||
| Earnings Per Share | 30.38 X | |||
| Total Asset | 157 M | |||
| Retained Earnings | 59 M | |||
| Current Asset | 69 M | |||
| Current Liabilities | 20 M | |||
About Vision Sigma Performance
By analyzing Vision Sigma's fundamental ratios, stakeholders can gain valuable insights into Vision Sigma's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Vision Sigma 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 Vision Sigma has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Vision Sigma Ltd. engages in the investment management and real estate business in Israel and internationally. The company was incorporated in 1973 and is headquartered in Herzliya, Israel. VISION SIGMA is traded on Tel Aviv Stock Exchange in Israel.Things to note about Vision Sigma performance evaluation
Checking the ongoing alerts about Vision Sigma for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vision Sigma help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vision Sigma generated a negative expected return over the last 90 days | |
| About 85.0% of the company outstanding shares are owned by insiders |
- Analyzing Vision Sigma'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 Vision Sigma's stock is overvalued or undervalued compared to its peers.
- Examining Vision Sigma'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 Vision Sigma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vision Sigma's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vision Sigma's stock. These opinions can provide insight into Vision Sigma's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Vision Stock analysis
When running Vision Sigma's price analysis, check to measure Vision Sigma'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 Vision Sigma is operating at the current time. Most of Vision Sigma's value examination focuses on studying past and present price action to predict the probability of Vision Sigma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vision Sigma's price. Additionally, you may evaluate how the addition of Vision Sigma to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |