ISFELAG HF (Iceland) Performance
| ISF Stock | 152.80 1.20 0.78% |
The company retains a Market Volatility (i.e., Beta) of -0.0487, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ISFELAG HF are expected to decrease at a much lower rate. During the bear market, ISFELAG HF is likely to outperform the market. At this point, ISFELAG HF has a negative expected return of -0.0359%. Please make sure to check out ISFELAG HF's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if ISFELAG HF performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days ISFELAG HF has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, ISFELAG HF is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
ISFELAG |
ISFELAG HF Relative Risk vs. Return Landscape
If you would invest 15,700 in ISFELAG HF on August 29, 2024 and sell it today you would lose (420.00) from holding ISFELAG HF or give up 2.68% of portfolio value over 90 days. ISFELAG HF is producing return of less than zero assuming 1.1502% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than ISFELAG HF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ISFELAG HF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISFELAG HF's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ISFELAG HF, and traders can use it to determine the average amount a ISFELAG HF'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 = -0.0312
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| Negative Returns | ISF |
Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.04 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 ISFELAG HF 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 ISFELAG HF by adding ISFELAG HF to a well-diversified portfolio.
Things to note about ISFELAG HF performance evaluation
Checking the ongoing alerts about ISFELAG HF for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ISFELAG HF help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ISFELAG HF generated a negative expected return over the last 90 days |
- Analyzing ISFELAG HF'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 ISFELAG HF's stock is overvalued or undervalued compared to its peers.
- Examining ISFELAG HF'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 ISFELAG HF's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ISFELAG HF's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ISFELAG HF's stock. These opinions can provide insight into ISFELAG HF's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ISFELAG Stock analysis
When running ISFELAG HF's price analysis, check to measure ISFELAG HF'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 ISFELAG HF is operating at the current time. Most of ISFELAG HF's value examination focuses on studying past and present price action to predict the probability of ISFELAG HF's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISFELAG HF's price. Additionally, you may evaluate how the addition of ISFELAG HF to your portfolios can decrease your overall portfolio volatility.
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