Harel Sal (Israel) Performance
| HRL-F50 Etf | 5,912 7.00 0.12% |
The etf retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Harel Sal are expected to decrease at a much lower rate. During the bear market, Harel Sal is likely to outperform the market.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Harel Sal SP are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Harel Sal may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Harel Sal Relative Risk vs. Return Landscape
If you would invest 549,900 in Harel Sal SP on September 15, 2024 and sell it today you would earn a total of 41,300 from holding Harel Sal SP or generate 7.51% return on investment over 90 days. Harel Sal SP is generating 0.1566% of daily returns and assumes 0.6978% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Harel, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Harel Sal Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harel Sal's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Harel Sal SP, and traders can use it to determine the average amount a Harel Sal'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 = 0.2244
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Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Harel Sal 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 Harel Sal by adding it to a well-diversified portfolio.
About Harel Sal Performance
By analyzing Harel Sal's fundamental ratios, stakeholders can gain valuable insights into Harel Sal's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Harel Sal 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 Harel Sal has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.