Teva Pharmaceutical (Israel) Performance
| TEVA Stock | ILA 5,730 31.00 0.54% |
The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Teva Pharmaceutical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teva Pharmaceutical is expected to be smaller as well. At this point, Teva Pharmaceutical has a negative expected return of -0.62%. Please make sure to validate Teva Pharmaceutical's skewness, accumulation distribution, rate of daily change, as well as the relationship between the kurtosis and daily balance of power , to decide if Teva Pharmaceutical performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Teva Pharmaceutical Industries has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 2.2 B |
Teva |
Teva Pharmaceutical Relative Risk vs. Return Landscape
If you would invest 813,200 in Teva Pharmaceutical Industries on December 29, 2024 and sell it today you would lose (240,200) from holding Teva Pharmaceutical Industries or give up 29.54% of portfolio value over 90 days. Teva Pharmaceutical Industries is generating negative expected returns and assumes 3.1537% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Teva, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Teva Pharmaceutical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teva Pharmaceutical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Teva Pharmaceutical Industries, and traders can use it to determine the average amount a Teva Pharmaceutical'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 = -0.1966
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| Negative Returns | TEVA |
Estimated Market Risk
| 3.15 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.62 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Teva Pharmaceutical 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 Teva Pharmaceutical by adding Teva Pharmaceutical to a well-diversified portfolio.
Teva Pharmaceutical Fundamentals Growth
Teva Stock prices reflect investors' perceptions of the future prospects and financial health of Teva Pharmaceutical, and Teva Pharmaceutical 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 Teva Stock performance.
| Return On Equity | -0.24 | |||
| Return On Asset | 0.0363 | |||
| Profit Margin | (0.16) % | |||
| Operating Margin | 0.18 % | |||
| Current Valuation | 102.13 B | |||
| Shares Outstanding | 1.11 B | |||
| Price To Book | 1.18 X | |||
| Price To Sales | 2.32 X | |||
| Revenue | 14.93 B | |||
| EBITDA | (791 M) | |||
| Cash And Equivalents | 2.44 B | |||
| Cash Per Share | 2.21 X | |||
| Total Debt | 19.1 B | |||
| Debt To Equity | 2.26 % | |||
| Book Value Per Share | 7.11 X | |||
| Cash Flow From Operations | 1.59 B | |||
| Earnings Per Share | (0.56) X | |||
| Total Asset | 44.01 B | |||
| Retained Earnings | 14.99 B | |||
| Current Asset | 18.4 B | |||
| Current Liabilities | 13.01 B | |||
About Teva Pharmaceutical Performance
By analyzing Teva Pharmaceutical's fundamental ratios, stakeholders can gain valuable insights into Teva Pharmaceutical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Teva Pharmaceutical 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 Teva Pharmaceutical has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Teva Pharmaceutical Industries Limited, a pharmaceutical company, develops, manufactures, markets, and distributes generic medicines, specialty medicines, and biopharmaceutical products in North America, Europe, and internationally. The company was founded in 1901 and is based in Tel Aviv-Yafo, Israel. TEVA PHARMA is traded on Tel Aviv Stock Exchange in Israel.Things to note about Teva Pharmaceutical performance evaluation
Checking the ongoing alerts about Teva Pharmaceutical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Teva Pharmaceutical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Teva Pharmaceutical generated a negative expected return over the last 90 days | |
| Teva Pharmaceutical has high historical volatility and very poor performance | |
| The company reported the revenue of 14.93 B. Net Loss for the year was (2.35 B) with profit before overhead, payroll, taxes, and interest of 6.97 B. |
- Analyzing Teva Pharmaceutical'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 Teva Pharmaceutical's stock is overvalued or undervalued compared to its peers.
- Examining Teva Pharmaceutical'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 Teva Pharmaceutical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Teva Pharmaceutical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Teva Pharmaceutical's stock. These opinions can provide insight into Teva Pharmaceutical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Teva Stock analysis
When running Teva Pharmaceutical's price analysis, check to measure Teva Pharmaceutical'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 Teva Pharmaceutical is operating at the current time. Most of Teva Pharmaceutical's value examination focuses on studying past and present price action to predict the probability of Teva Pharmaceutical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Teva Pharmaceutical's price. Additionally, you may evaluate how the addition of Teva Pharmaceutical to your portfolios can decrease your overall portfolio volatility.
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