Audientes (Sweden) Performance
| AUDNTS Stock | 0.02 0 17.16% |
Audientes holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Audientes are expected to decrease at a much lower rate. During the bear market, Audientes is likely to outperform the market. Use Audientes standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Audientes.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Audientes AS are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain fundamental indicators, Audientes sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Audientes |
Audientes Relative Risk vs. Return Landscape
If you would invest 1.88 in Audientes AS on September 3, 2024 and sell it today you would earn a total of 0.34 from holding Audientes AS or generate 18.09% return on investment over 90 days. Audientes AS is generating 1.1319% of daily returns and assumes 13.8608% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Audientes on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Audientes Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Audientes' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Audientes AS, and traders can use it to determine the average amount a Audientes' 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 = 0.0817
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Estimated Market Risk
| 13.86 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.13 actual daily | 22 78% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Audientes is performing at about 6% 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 Audientes by adding it to a well-diversified portfolio.
Things to note about Audientes AS performance evaluation
Checking the ongoing alerts about Audientes for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Audientes AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Audientes AS is way too risky over 90 days horizon | |
| Audientes AS has some characteristics of a very speculative penny stock | |
| Audientes AS appears to be risky and price may revert if volatility continues |
- Analyzing Audientes' 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 Audientes' stock is overvalued or undervalued compared to its peers.
- Examining Audientes' 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 Audientes' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Audientes' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Audientes' stock. These opinions can provide insight into Audientes' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Audientes Stock analysis
When running Audientes' price analysis, check to measure Audientes' 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 Audientes is operating at the current time. Most of Audientes' value examination focuses on studying past and present price action to predict the probability of Audientes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Audientes' price. Additionally, you may evaluate how the addition of Audientes to your portfolios can decrease your overall portfolio volatility.
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