Utron (Israel) Performance
| UTRN Stock | 708.80 7.20 1.01% |
Utron holds a performance score of 26 on a scale of zero to a hundred. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Utron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Utron is expected to be smaller as well. Use Utron sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to analyze future returns on Utron.
Risk-Adjusted Performance
Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Utron are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Utron sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Total Cashflows From Investing Activities | 301 K |
Utron |
Utron Relative Risk vs. Return Landscape
If you would invest 36,490 in Utron on December 18, 2024 and sell it today you would earn a total of 34,390 from holding Utron or generate 94.24% return on investment over 90 days. Utron is generating 1.4142% of daily returns and assumes 4.1537% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Utron, and 72% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Utron Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Utron's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Utron, and traders can use it to determine the average amount a Utron'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 = 0.3405
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | UTRN | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.15 actual daily | 37 63% of assets are more volatile |
Expected Return
| 1.41 actual daily | 28 72% of assets have higher returns |
Risk-Adjusted Return
| 0.34 actual daily | 26 74% of assets perform better |
Based on monthly moving average Utron is performing at about 26% 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 Utron by adding it to a well-diversified portfolio.
Utron Fundamentals Growth
Utron Stock prices reflect investors' perceptions of the future prospects and financial health of Utron, and Utron 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 Utron Stock performance.
| Return On Equity | -0.0318 | |||
| Return On Asset | 0.0159 | |||
| Profit Margin | (0.01) % | |||
| Operating Margin | 0.02 % | |||
| Current Valuation | 126.57 M | |||
| Shares Outstanding | 20.57 M | |||
| Price To Sales | 1.74 X | |||
| Revenue | 110.28 M | |||
| EBITDA | 4.25 M | |||
| Book Value Per Share | 2.50 X | |||
| Cash Flow From Operations | 8.9 M | |||
| Earnings Per Share | 0.05 X | |||
About Utron Performance
By analyzing Utron's fundamental ratios, stakeholders can gain valuable insights into Utron's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Utron 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 Utron 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 Utron performance evaluation
Checking the ongoing alerts about Utron for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Utron help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Utron appears to be risky and price may revert if volatility continues | |
| About 19.0% of the company outstanding shares are owned by insiders |
- Analyzing Utron'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 Utron's stock is overvalued or undervalued compared to its peers.
- Examining Utron'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 Utron's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Utron's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Utron's stock. These opinions can provide insight into Utron's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Utron Stock analysis
When running Utron's price analysis, check to measure Utron'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 Utron is operating at the current time. Most of Utron's value examination focuses on studying past and present price action to predict the probability of Utron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Utron's price. Additionally, you may evaluate how the addition of Utron to your portfolios can decrease your overall portfolio volatility.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |