PortfoliosLab logoPortfoliosLab logo

Highlights

Market Cap
$3.99B
Enterprise Value
$3.94B
EPS (TTM)
₪2.38
PE Ratio
54.38
PEG Ratio
1.15
Total Revenue (TTM)
₪613.95M
Gross Profit (TTM)
₪399.75M
EBITDA (TTM)
₪360.53M
Year Range
$18.81 - $63.00
ROA (TTM)
13.87%
ROE (TTM)
38.18%
Avg. Volume (1M)
398
Avg. Volume Value (1M)
$16.51K

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Tel Aviv Stock Exchange Ltd.

Performance

TVAVF Performance Chart

The Tel Aviv Stock Exchange Ltd. (TVAVF) is up 41.7% since the beginning of the year. At $43 per share, TVAVF is trading 32.5% below its 52-week high of $63.


Loading charts...

S&P 500 Index

Returns By Period

The Tel Aviv Stock Exchange Ltd. (TVAVF) has returned 41.67% so far this year and 125.58% over the past 12 months.


The Tel Aviv Stock Exchange Ltd.

1D
6.92%
1M
-3.87%
6M
14.86%
YTD
41.67%
1Y
125.58%
3Y*
5Y*
10Y*
ALL TIME*
104.76%

Benchmark (S&P 500 Index)

1D
0.05%
1M
0.73%
6M
7.18%
YTD
8.28%
1Y
16.48%
3Y*
17.51%
5Y*
10.93%
10Y*
13.07%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TVAVF Monthly Returns History

Based on dividend-adjusted daily data since Oct 5, 2023, TVAVF's average daily return is +0.34%, while the average monthly return is +7.09%. At this rate, an investment would double in approximately 0.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2026 with a return of +42.0%, while the worst month was Jun 2026 at -30.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TVAVF closed higher 24% of trading days. The best single day was Dec 18, 2023 with a return of +29.0%, while the worst single day was Oct 9, 2023 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202642.00%19.34%-8.21%11.84%20.71%-30.05%-3.56%41.67%
2025-1.71%16.00%-13.42%3.98%39.05%16.41%-3.09%23.25%1.85%2.62%15.37%7.14%156.41%
20249.00%5.96%-5.05%-1.22%12.77%0.27%4.35%13.69%7.57%4.16%21.70%-1.60%95.00%
2023-15.06%-4.12%29.03%5.08%

Benchmark Metrics

The Tel Aviv Stock Exchange Ltd. has an annualized alpha of 113.89%, beta of 0.50, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since October 05, 2023.

  • This stock captured 474.20% of S&P 500 Index gains and 139.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 0.50 may look defensive, but with R2 of 0.02 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.02 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
113.89%
Beta
0.50
0.02
Upside Capture
474.20%
Downside Capture
139.45%

Return for Risk

Risk / Return Rank

TVAVF ranks 89 for risk / return — in the top 89% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TVAVF Risk / Return Rank: 8989
Overall Rank
TVAVF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TVAVF Sortino Ratio Rank: 8787
Sortino Ratio Rank
TVAVF Omega Ratio Rank: 8989
Omega Ratio Rank
TVAVF Calmar Ratio Rank: 8989
Calmar Ratio Rank
TVAVF Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The Tel Aviv Stock Exchange Ltd. (TVAVF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TVAVFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

3.42

1.82

+1.60

Martin ratioReturn relative to average drawdown

9.79

7.79

+1.99

Dividends

Dividend History


The Tel Aviv Stock Exchange Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the The Tel Aviv Stock Exchange 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 The Tel Aviv Stock Exchange Ltd. was 37.18%, occurring on Jul 10, 2026. The portfolio has not yet recovered.

The current The Tel Aviv Stock Exchange Ltd. drawdown is 32.54%.


Drawdown

Fall

Recovery

Underwater

Related event

-37.18%Jul 2026
1mo 9d
1mo 24dJun 2026 - now
-25.00%Mar 2026
24d1mo 28d
2mo 22dMar 2026 - May 2026
-19.23%Mar 2025
1mo 5d1mo 16d
2mo 21dFeb 2025 - May 2025
2025 selloff2025
-18.56%Nov 2023
27d1mo 17d
2mo 14dOct 2023 - Dec 2023
-14.57%Aug 2024
6d4d
10dJul 2024 - Aug 2024

Drawdown Indicators


TVAVFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.18%

-56.78%

+19.60%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-9.10%

-28.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-32.54%

-2.60%

-29.94%

Average Drawdown

Average peak-to-trough decline

-6.69%

-10.70%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.93%

2.12%

+10.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Financials

Financial Performance

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


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how The Tel Aviv Stock Exchange Ltd. is priced in the market compared to other companies in the Financial Data & Stock Exchanges industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for TVAVF, comparing it with other companies in the Financial Data & Stock Exchanges industry. Currently, TVAVF has a P/E ratio of 54.4. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for TVAVF compared to other companies in the Financial Data & Stock Exchanges industry. TVAVF currently has a PEG ratio of 1.1. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for TVAVF relative to other companies in the Financial Data & Stock Exchanges industry. Currently, TVAVF has a P/S ratio of 19.7. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for TVAVF in comparison with other companies in the Financial Data & Stock Exchanges industry. Currently, TVAVF has a P/B value of 20.7. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

Build a portfolio with TVAVF

Add The Tel Aviv Stock Exchange Ltd. to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TVAVF