Boryszew (Poland) Performance
| BRS Stock | 5.05 0.02 0.40% |
The firm shows a Beta (market volatility) of 0.0105, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boryszew's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boryszew is expected to be smaller as well. At this point, Boryszew SA has a negative expected return of -0.044%. Please make sure to confirm Boryszew's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to decide if Boryszew SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Boryszew SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Boryszew is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
Boryszew |
Boryszew Relative Risk vs. Return Landscape
If you would invest 521.00 in Boryszew SA on August 30, 2024 and sell it today you would lose (16.00) from holding Boryszew SA or give up 3.07% of portfolio value over 90 days. Boryszew SA is generating negative expected returns and assumes 1.1235% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Boryszew, 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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Boryszew Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boryszew's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Boryszew SA, and traders can use it to determine the average amount a Boryszew'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 = -0.0392
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| Negative Returns | BRS |
Estimated Market Risk
| 1.12 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Boryszew 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 Boryszew by adding Boryszew to a well-diversified portfolio.
Things to note about Boryszew SA performance evaluation
Checking the ongoing alerts about Boryszew for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Boryszew SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Boryszew SA generated a negative expected return over the last 90 days |
- Analyzing Boryszew'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 Boryszew's stock is overvalued or undervalued compared to its peers.
- Examining Boryszew'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 Boryszew's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Boryszew's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Boryszew's stock. These opinions can provide insight into Boryszew's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Boryszew Stock Analysis
When running Boryszew's price analysis, check to measure Boryszew'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 Boryszew is operating at the current time. Most of Boryszew's value examination focuses on studying past and present price action to predict the probability of Boryszew's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boryszew's price. Additionally, you may evaluate how the addition of Boryszew to your portfolios can decrease your overall portfolio volatility.