Imas Makina (Turkey) Performance
| IMASM Stock | 3.00 0.02 0.66% |
The company retains a Market Volatility (i.e., Beta) of 0.0437, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imas Makina's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imas Makina is expected to be smaller as well. Imas Makina Sanayi right now retains a risk of 2.98%. Please check out Imas Makina maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Imas Makina will be following its current trending patterns.
Risk-Adjusted Performance
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Over the last 90 days Imas Makina Sanayi has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong forward indicators, Imas Makina is not utilizing all of its potentials. The recent stock price confusion, may contribute to short-horizon losses for the traders. ...more
Imas |
Imas Makina Relative Risk vs. Return Landscape
If you would invest 301.00 in Imas Makina Sanayi on September 14, 2024 and sell it today you would lose (1.00) from holding Imas Makina Sanayi or give up 0.33% of portfolio value over 90 days. Imas Makina Sanayi is generating 0.0376% of daily returns and assumes 2.9752% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Imas, 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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Imas Makina Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imas Makina's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Imas Makina Sanayi, and traders can use it to determine the average amount a Imas Makina'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 = 0.0126
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| Negative Returns | IMASM |
Estimated Market Risk
| 2.98 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Imas Makina 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 Imas Makina by adding Imas Makina to a well-diversified portfolio.
Things to note about Imas Makina Sanayi performance evaluation
Checking the ongoing alerts about Imas Makina for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Imas Makina Sanayi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Imas Makina's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Imas Makina's stock performance include:- Analyzing Imas Makina'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 Imas Makina's stock is overvalued or undervalued compared to its peers.
- Examining Imas Makina'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 Imas Makina's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Imas Makina's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Imas Makina's stock. These opinions can provide insight into Imas Makina's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Imas Stock analysis
When running Imas Makina's price analysis, check to measure Imas Makina'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 Imas Makina is operating at the current time. Most of Imas Makina's value examination focuses on studying past and present price action to predict the probability of Imas Makina's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Imas Makina's price. Additionally, you may evaluate how the addition of Imas Makina to your portfolios can decrease your overall portfolio volatility.
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