Erbud SA (Poland) Performance
| ERB Stock | 32.80 0.60 1.80% |
The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Erbud SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Erbud SA is expected to be smaller as well. At this point, Erbud SA has a negative expected return of -0.15%. Please make sure to confirm Erbud SA's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Erbud 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 Erbud SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest weak performance, the Stock's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the enterprise retail investors. ...more
Erbud |
Erbud SA Relative Risk vs. Return Landscape
If you would invest 3,740 in Erbud SA on August 31, 2024 and sell it today you would lose (400.00) from holding Erbud SA or give up 10.7% of portfolio value over 90 days. Erbud SA is generating negative expected returns and assumes 2.4527% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Erbud, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Erbud SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Erbud SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Erbud SA, and traders can use it to determine the average amount a Erbud SA'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 = -0.0622
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| Negative Returns | ERB |
Estimated Market Risk
| 2.45 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Erbud SA 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 Erbud SA by adding Erbud SA to a well-diversified portfolio.
Things to note about Erbud SA performance evaluation
Checking the ongoing alerts about Erbud SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Erbud SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Erbud SA generated a negative expected return over the last 90 days |
- Analyzing Erbud SA'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 Erbud SA's stock is overvalued or undervalued compared to its peers.
- Examining Erbud SA'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 Erbud SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Erbud SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Erbud SA's stock. These opinions can provide insight into Erbud SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Erbud Stock Analysis
When running Erbud SA's price analysis, check to measure Erbud SA'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 Erbud SA is operating at the current time. Most of Erbud SA's value examination focuses on studying past and present price action to predict the probability of Erbud SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Erbud SA's price. Additionally, you may evaluate how the addition of Erbud SA to your portfolios can decrease your overall portfolio volatility.