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Foresight Autonomous Holdings Ltd. (FRSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3455231049
CUSIP345523104
SectorConsumer Cyclical
IndustryAuto Parts

Highlights

Market Cap$15.48M
EPS-$1.80
PE Ratio36.51
Revenue (TTM)$497.00K
Gross Profit (TTM)$53.00K
EBITDA (TTM)-$16.03M
Year Range$0.90 - $3.29
Target Price$24.00
Short %5.45%
Short Ratio0.89

Share Price Chart


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Foresight Autonomous Holdings Ltd.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Foresight Autonomous Holdings Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-34.50%
18.82%
FRSX (Foresight Autonomous Holdings Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Foresight Autonomous Holdings Ltd. had a return of -0.97% year-to-date (YTD) and -44.57% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.97%5.05%
1 month-12.82%-4.27%
6 months-34.62%18.82%
1 year-44.57%21.22%
5 years (annualized)-33.75%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202411.65%-5.22%-1.83%
2023-25.18%-16.83%13.20%-46.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FRSX is 28, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FRSX is 2828
Foresight Autonomous Holdings Ltd.(FRSX)
The Sharpe Ratio Rank of FRSX is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of FRSX is 3030Sortino Ratio Rank
The Omega Ratio Rank of FRSX is 3030Omega Ratio Rank
The Calmar Ratio Rank of FRSX is 2424Calmar Ratio Rank
The Martin Ratio Rank of FRSX is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Foresight Autonomous Holdings Ltd. (FRSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FRSX
Sharpe ratio
The chart of Sharpe ratio for FRSX, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.00-0.50
Sortino ratio
The chart of Sortino ratio for FRSX, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.32
Omega ratio
The chart of Omega ratio for FRSX, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for FRSX, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00-0.44
Martin ratio
The chart of Martin ratio for FRSX, currently valued at -0.97, compared to the broader market0.0010.0020.0030.00-0.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Foresight Autonomous Holdings Ltd. Sharpe ratio is -0.50. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.50
1.81
FRSX (Foresight Autonomous Holdings Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


Foresight Autonomous Holdings Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-98.50%
-4.64%
FRSX (Foresight Autonomous Holdings Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Foresight Autonomous Holdings Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Foresight Autonomous Holdings Ltd. was 98.65%, occurring on Jan 22, 2024. The portfolio has not yet recovered.

The current Foresight Autonomous Holdings Ltd. drawdown is 98.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.65%Jun 16, 20171657Jan 22, 2024

Volatility

Volatility Chart

The current Foresight Autonomous Holdings Ltd. volatility is 27.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
27.92%
3.30%
FRSX (Foresight Autonomous Holdings Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Foresight Autonomous Holdings Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Annual
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items