BRNPB (Philippines) Performance
| BRNPB Stock | 110.00 0.00 0.00% |
BRNPB has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.89, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning BRNPB are expected to decrease slowly. On the other hand, during market turmoil, BRNPB is expected to outperform it slightly. BRNPB currently shows a risk of 1.4%. Please confirm BRNPB potential upside, and the relationship between the sortino ratio and skewness , to decide if BRNPB will be following its price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in BRNPB are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Even with relatively unsteady basic indicators, BRNPB may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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BRNPB Relative Risk vs. Return Landscape
If you would invest 10,400 in BRNPB on August 30, 2024 and sell it today you would earn a total of 600.00 from holding BRNPB or generate 5.77% return on investment over 90 days. BRNPB is generating 0.185% of daily returns and assumes 1.4044% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than BRNPB, and 97% 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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BRNPB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRNPB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BRNPB, and traders can use it to determine the average amount a BRNPB'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 = 0.1317
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Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average BRNPB is performing at about 10% 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 BRNPB by adding it to a well-diversified portfolio.
Things to note about BRNPB performance evaluation
Checking the ongoing alerts about BRNPB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BRNPB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BRNPB is not yet fully synchronised with the market data |
- Analyzing BRNPB'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 BRNPB's stock is overvalued or undervalued compared to its peers.
- Examining BRNPB'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 BRNPB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BRNPB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BRNPB's stock. These opinions can provide insight into BRNPB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for BRNPB Stock Analysis
When running BRNPB's price analysis, check to measure BRNPB'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 BRNPB is operating at the current time. Most of BRNPB's value examination focuses on studying past and present price action to predict the probability of BRNPB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BRNPB's price. Additionally, you may evaluate how the addition of BRNPB to your portfolios can decrease your overall portfolio volatility.