Energa Innovacin (Spain) Performance
| EIDF Stock | 3.76 0.10 2.59% |
The firm shows a Beta (market volatility) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Energa Innovacin are expected to decrease at a much lower rate. During the bear market, Energa Innovacin is likely to outperform the market. At this point, Energa Innovacin y has a negative expected return of -0.42%. Please make sure to confirm Energa Innovacin's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Energa Innovacin y 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 Energa Innovacin y has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's fundamental indicators remain rather sound which may send shares a bit higher in December 2024. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
Energa |
Energa Innovacin Relative Risk vs. Return Landscape
If you would invest 528.00 in Energa Innovacin y on August 28, 2024 and sell it today you would lose (152.00) from holding Energa Innovacin y or give up 28.79% of portfolio value over 90 days. Energa Innovacin y is generating negative expected returns and assumes 4.7888% volatility on return distribution over the 90 days horizon. Simply put, 42% of stocks are less volatile than Energa, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Energa Innovacin Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energa Innovacin's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Energa Innovacin y, and traders can use it to determine the average amount a Energa Innovacin'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 = -0.0871
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EIDF |
Estimated Market Risk
| 4.79 actual daily | 42 58% of assets are more volatile |
Expected Return
| -0.42 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Energa Innovacin 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 Energa Innovacin by adding Energa Innovacin to a well-diversified portfolio.
Energa Innovacin Fundamentals Growth
Energa Stock prices reflect investors' perceptions of the future prospects and financial health of Energa Innovacin, and Energa Innovacin fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Energa Stock performance.
| Return On Equity | 0.5 | |||
| Return On Asset | 0.11 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.18 % | |||
| Current Valuation | 1.28 B | |||
| Shares Outstanding | 54.32 M | |||
| Price To Book | 52.48 X | |||
| Price To Sales | 6.64 X | |||
| Revenue | 217.07 M | |||
| EBITDA | 38.7 M | |||
| Book Value Per Share | 1.16 X | |||
| Earnings Per Share | 0.14 X | |||
About Energa Innovacin Performance
By analyzing Energa Innovacin's fundamental ratios, stakeholders can gain valuable insights into Energa Innovacin's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Energa Innovacin 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 Energa Innovacin 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 Energa Innovacin y performance evaluation
Checking the ongoing alerts about Energa Innovacin for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Energa Innovacin y help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Energa Innovacin y generated a negative expected return over the last 90 days | |
| Energa Innovacin y has high historical volatility and very poor performance | |
| About 80.0% of the company shares are held by company insiders |
- Analyzing Energa Innovacin'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 Energa Innovacin's stock is overvalued or undervalued compared to its peers.
- Examining Energa Innovacin'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 Energa Innovacin's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Energa Innovacin's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Energa Innovacin's stock. These opinions can provide insight into Energa Innovacin's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Energa Stock analysis
When running Energa Innovacin's price analysis, check to measure Energa Innovacin'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 Energa Innovacin is operating at the current time. Most of Energa Innovacin's value examination focuses on studying past and present price action to predict the probability of Energa Innovacin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Energa Innovacin's price. Additionally, you may evaluate how the addition of Energa Innovacin to your portfolios can decrease your overall portfolio volatility.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |