Gulistan Spinning (Pakistan) Performance
| GUSM Stock | 9.54 0.78 8.90% |
The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gulistan Spinning are expected to decrease at a much lower rate. During the bear market, Gulistan Spinning is likely to outperform the market. At this point, Gulistan Spinning Mills has a negative expected return of -0.19%. Please make sure to check out Gulistan Spinning's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Gulistan Spinning Mills performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Gulistan Spinning Mills has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Gulistan |
Gulistan Spinning Relative Risk vs. Return Landscape
If you would invest 1,280 in Gulistan Spinning Mills on September 12, 2024 and sell it today you would lose (326.00) from holding Gulistan Spinning Mills or give up 25.47% of portfolio value over 90 days. Gulistan Spinning Mills is generating negative expected returns and assumes 7.3076% volatility on return distribution over the 90 days horizon. Simply put, 65% of stocks are less volatile than Gulistan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Gulistan Spinning Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gulistan Spinning's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Gulistan Spinning Mills, and traders can use it to determine the average amount a Gulistan Spinning'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 = -0.0262
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| Negative Returns | GUSM |
Estimated Market Risk
| 7.31 actual daily | 65 65% of assets are less volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Gulistan Spinning 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 Gulistan Spinning by adding Gulistan Spinning to a well-diversified portfolio.
Things to note about Gulistan Spinning Mills performance evaluation
Checking the ongoing alerts about Gulistan Spinning for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Gulistan Spinning Mills help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Gulistan Spinning generated a negative expected return over the last 90 days | |
| Gulistan Spinning has high historical volatility and very poor performance |
- Analyzing Gulistan Spinning'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 Gulistan Spinning's stock is overvalued or undervalued compared to its peers.
- Examining Gulistan Spinning'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 Gulistan Spinning's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gulistan Spinning's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Gulistan Spinning's stock. These opinions can provide insight into Gulistan Spinning's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Gulistan Stock analysis
When running Gulistan Spinning's price analysis, check to measure Gulistan Spinning'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 Gulistan Spinning is operating at the current time. Most of Gulistan Spinning's value examination focuses on studying past and present price action to predict the probability of Gulistan Spinning's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gulistan Spinning's price. Additionally, you may evaluate how the addition of Gulistan Spinning to your portfolios can decrease your overall portfolio volatility.
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