ZAMBIA BATA (Zambia) Performance
| BATA Stock | 6.00 0.50 9.09% |
ZAMBIA BATA has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.75, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ZAMBIA BATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding ZAMBIA BATA is expected to be smaller as well. ZAMBIA BATA SHOE currently maintains a risk of 3.1%. Please check out ZAMBIA BATA SHOE jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if ZAMBIA BATA SHOE will be following its historical returns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ZAMBIA BATA SHOE are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, ZAMBIA BATA is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
ZAMBIA |
ZAMBIA BATA Relative Risk vs. Return Landscape
If you would invest 600.00 in ZAMBIA BATA SHOE on September 2, 2024 and sell it today you would earn a total of 0.00 from holding ZAMBIA BATA SHOE or generate 0.0% return on investment over 90 days. ZAMBIA BATA SHOE is generating 0.0485% of daily returns and assumes 3.0964% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than ZAMBIA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ZAMBIA BATA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZAMBIA BATA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ZAMBIA BATA SHOE, and traders can use it to determine the average amount a ZAMBIA BATA'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 = 0.0157
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| Negative Returns | BATA |
Estimated Market Risk
| 3.1 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average ZAMBIA BATA is performing at about 1% 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 ZAMBIA BATA by adding it to a well-diversified portfolio.
Things to note about ZAMBIA BATA SHOE performance evaluation
Checking the ongoing alerts about ZAMBIA BATA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ZAMBIA BATA SHOE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ZAMBIA BATA SHOE had very high historical volatility over the last 90 days |
- Analyzing ZAMBIA BATA'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 ZAMBIA BATA's stock is overvalued or undervalued compared to its peers.
- Examining ZAMBIA BATA'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 ZAMBIA BATA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ZAMBIA BATA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ZAMBIA BATA's stock. These opinions can provide insight into ZAMBIA BATA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ZAMBIA Stock Analysis
When running ZAMBIA BATA's price analysis, check to measure ZAMBIA BATA's 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 ZAMBIA BATA is operating at the current time. Most of ZAMBIA BATA's value examination focuses on studying past and present price action to predict the probability of ZAMBIA BATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZAMBIA BATA's price. Additionally, you may evaluate how the addition of ZAMBIA BATA to your portfolios can decrease your overall portfolio volatility.