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SuperCom Ltd. (SPCB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINIL0010830961
CUSIP001083096
SectorIndustrials
IndustrySecurity & Protection Services

Highlights

Market Cap$1.47M
EPS-$0.99
Revenue (TTM)$26.02M
Gross Profit (TTM)$6.39M
EBITDA (TTM)$362.75K
Year Range$0.15 - $1.38
Target Price$1.50
Short %1.77%
Short Ratio0.17

Share Price Chart


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SuperCom Ltd.

Popular comparisons: SPCB vs. SWPPX

Performance

Performance Chart

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


-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-50.00%
19.37%
SPCB (SuperCom Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

SuperCom Ltd. had a return of -37.86% year-to-date (YTD) and -81.95% in the last 12 months. Over the past 10 years, SuperCom Ltd. had an annualized return of -44.43%, while the S&P 500 had an annualized return of 10.55%, indicating that SuperCom Ltd. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-37.86%6.30%
1 month42.18%-3.13%
6 months-49.64%19.37%
1 year-81.95%22.56%
5 years (annualized)-55.99%11.65%
10 years (annualized)-44.43%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-40.78%-25.19%-2.98%
2023-12.25%10.98%-24.73%10.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPCB is 20, indicating that it is in the bottom 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SPCB is 2020
SuperCom Ltd.(SPCB)
The Sharpe Ratio Rank of SPCB is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of SPCB is 2525Sortino Ratio Rank
The Omega Ratio Rank of SPCB is 2525Omega Ratio Rank
The Calmar Ratio Rank of SPCB is 66Calmar Ratio Rank
The Martin Ratio Rank of SPCB is 1515Martin 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 SuperCom Ltd. (SPCB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SPCB
Sharpe ratio
The chart of Sharpe ratio for SPCB, currently valued at -0.43, compared to the broader market-2.00-1.000.001.002.003.00-0.43
Sortino ratio
The chart of Sortino ratio for SPCB, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.006.00-0.48
Omega ratio
The chart of Omega ratio for SPCB, currently valued at 0.94, compared to the broader market0.501.001.500.94
Calmar ratio
The chart of Calmar ratio for SPCB, currently valued at -0.82, compared to the broader market0.001.002.003.004.005.00-0.82
Martin ratio
The chart of Martin ratio for SPCB, currently valued at -1.28, compared to the broader market0.0010.0020.0030.00-1.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current SuperCom Ltd. Sharpe ratio is -0.43. 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
-0.43
1.92
SPCB (SuperCom Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


SuperCom 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
-99.96%
-3.50%
SPCB (SuperCom Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SuperCom 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 SuperCom Ltd. was 99.98%, occurring on Mar 6, 2024. The portfolio has not yet recovered.

The current SuperCom Ltd. drawdown is 99.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.98%Dec 8, 20043939Mar 6, 2024
-14.62%Nov 16, 20046Nov 23, 20048Dec 6, 200414
-11.76%Nov 10, 20041Nov 10, 20042Nov 12, 20043

Volatility

Volatility Chart

The current SuperCom Ltd. volatility is 85.04%, 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%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
85.04%
3.58%
SPCB (SuperCom Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

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