Bilal Fibres (Pakistan) Performance
| BILF Stock | 15.50 0.50 3.33% |
The firm shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bilal Fibres' returns are expected to increase less than the market. However, during the bear market, the loss of holding Bilal Fibres is expected to be smaller as well. At this point, Bilal Fibres has a negative expected return of -0.0221%. Please make sure to confirm Bilal Fibres' jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Bilal Fibres performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Bilal Fibres has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Bilal Fibres is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Bilal |
Bilal Fibres Relative Risk vs. Return Landscape
If you would invest 1,620 in Bilal Fibres on November 28, 2024 and sell it today you would lose (120.00) from holding Bilal Fibres or give up 7.41% of portfolio value over 90 days. Bilal Fibres is generating negative expected returns and assumes 4.6378% volatility on return distribution over the 90 days horizon. Simply put, 41% of stocks are less volatile than Bilal, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Bilal Fibres Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bilal Fibres' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Bilal Fibres, and traders can use it to determine the average amount a Bilal Fibres' 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 = -0.0048
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BILF |
Estimated Market Risk
| 4.64 actual daily | 41 59% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bilal Fibres 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 Bilal Fibres by adding Bilal Fibres to a well-diversified portfolio.
About Bilal Fibres Performance
By analyzing Bilal Fibres' fundamental ratios, stakeholders can gain valuable insights into Bilal Fibres' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Bilal Fibres has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Bilal Fibres has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Bilal Fibres performance evaluation
Checking the ongoing alerts about Bilal Fibres for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Bilal Fibres help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Bilal Fibres generated a negative expected return over the last 90 days | |
| Bilal Fibres has high historical volatility and very poor performance |
- Analyzing Bilal Fibres' 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 Bilal Fibres' stock is overvalued or undervalued compared to its peers.
- Examining Bilal Fibres' 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 Bilal Fibres' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Bilal Fibres' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Bilal Fibres' stock. These opinions can provide insight into Bilal Fibres' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Bilal Stock analysis
When running Bilal Fibres' price analysis, check to measure Bilal Fibres' 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 Bilal Fibres is operating at the current time. Most of Bilal Fibres' value examination focuses on studying past and present price action to predict the probability of Bilal Fibres' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bilal Fibres' price. Additionally, you may evaluate how the addition of Bilal Fibres to your portfolios can decrease your overall portfolio volatility.
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