Avioane Craiova (Romania) Performance
| AVIO Stock | 2.38 0.02 0.83% |
The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Avioane Craiova's returns are expected to increase less than the market. However, during the bear market, the loss of holding Avioane Craiova is expected to be smaller as well. At this point, Avioane Craiova SA has a negative expected return of -0.45%. Please make sure to confirm Avioane Craiova's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Avioane Craiova SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Avioane Craiova SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in December 2024. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Avioane |
Avioane Craiova Relative Risk vs. Return Landscape
If you would invest 324.00 in Avioane Craiova SA on August 29, 2024 and sell it today you would lose (86.00) from holding Avioane Craiova SA or give up 26.54% of portfolio value over 90 days. Avioane Craiova SA is generating negative expected returns and assumes 2.556% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Avioane, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Avioane Craiova Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avioane Craiova's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Avioane Craiova SA, and traders can use it to determine the average amount a Avioane Craiova'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 = -0.1755
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AVIO |
Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.45 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Avioane Craiova is not performing at its full potential. However, 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 Avioane Craiova by adding Avioane Craiova to a well-diversified portfolio.
Things to note about Avioane Craiova SA performance evaluation
Checking the ongoing alerts about Avioane Craiova for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Avioane Craiova SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Avioane Craiova SA generated a negative expected return over the last 90 days |
- Analyzing Avioane Craiova's 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 Avioane Craiova's stock is overvalued or undervalued compared to its peers.
- Examining Avioane Craiova's 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 Avioane Craiova's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Avioane Craiova's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Avioane Craiova's stock. These opinions can provide insight into Avioane Craiova's potential for growth and whether the stock is currently undervalued or overvalued.