Altshuler Shaham (Israel) Performance
| ALTF Stock | 634.20 6.60 1.03% |
Altshuler Shaham has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Altshuler Shaham's returns are expected to increase less than the market. However, during the bear market, the loss of holding Altshuler Shaham is expected to be smaller as well. Altshuler Shaham Fin right now shows a risk of 2.36%. Please confirm Altshuler Shaham Fin total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Altshuler Shaham Fin will be following its price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Altshuler Shaham Financial are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Altshuler Shaham may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
| Price Earnings Ratio | 6.4876 | |
| Dividend Yield | 0.2042 |
Altshuler |
Altshuler Shaham Relative Risk vs. Return Landscape
If you would invest 59,713 in Altshuler Shaham Financial on October 20, 2024 and sell it today you would earn a total of 3,707 from holding Altshuler Shaham Financial or generate 6.21% return on investment over 90 days. Altshuler Shaham Financial is generating 0.1476% of daily returns and assumes 2.3637% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Altshuler, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Altshuler Shaham Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altshuler Shaham's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Altshuler Shaham Financial, and traders can use it to determine the average amount a Altshuler Shaham'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 = 0.0624
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Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Altshuler Shaham is performing at about 4% 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 Altshuler Shaham by adding it to a well-diversified portfolio.
Altshuler Shaham Fundamentals Growth
Altshuler Stock prices reflect investors' perceptions of the future prospects and financial health of Altshuler Shaham, and Altshuler Shaham 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 Altshuler Stock performance.
| Current Valuation | 1.53 B | |||
| Shares Outstanding | 197.3 M | |||
| Price To Book | 3.09 X | |||
| Price To Sales | 1.08 X | |||
| Earnings Per Share | 1.21 X | |||
About Altshuler Shaham Performance
By analyzing Altshuler Shaham's fundamental ratios, stakeholders can gain valuable insights into Altshuler Shaham's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Altshuler Shaham 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 Altshuler Shaham has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Altshuler Shaham Fin performance evaluation
Checking the ongoing alerts about Altshuler Shaham for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Altshuler Shaham Fin help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 70.0% of the company shares are held by company insiders |
- Analyzing Altshuler Shaham'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 Altshuler Shaham's stock is overvalued or undervalued compared to its peers.
- Examining Altshuler Shaham'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 Altshuler Shaham's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Altshuler Shaham's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Altshuler Shaham's stock. These opinions can provide insight into Altshuler Shaham's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Altshuler Stock analysis
When running Altshuler Shaham's price analysis, check to measure Altshuler Shaham'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 Altshuler Shaham is operating at the current time. Most of Altshuler Shaham's value examination focuses on studying past and present price action to predict the probability of Altshuler Shaham's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altshuler Shaham's price. Additionally, you may evaluate how the addition of Altshuler Shaham to your portfolios can decrease your overall portfolio volatility.
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