Kogeneracja (Poland) Performance
| KGN Stock | 59.80 9.10 17.95% |
On a scale of 0 to 100, Kogeneracja holds a performance score of 5. The company secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kogeneracja's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kogeneracja is expected to be smaller as well. Please check Kogeneracja's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Kogeneracja's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Kogeneracja SA are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Kogeneracja reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Kogeneracja |
Kogeneracja Relative Risk vs. Return Landscape
If you would invest 5,290 in Kogeneracja SA on September 3, 2024 and sell it today you would earn a total of 690.00 from holding Kogeneracja SA or generate 13.04% return on investment over 90 days. Kogeneracja SA is generating 0.2467% of daily returns and assumes 3.3224% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Kogeneracja, and 96% 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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Kogeneracja Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kogeneracja's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kogeneracja SA, and traders can use it to determine the average amount a Kogeneracja'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 = 0.0742
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Estimated Market Risk
| 3.32 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Kogeneracja is performing at about 5% of its full potential. 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 Kogeneracja by adding it to a well-diversified portfolio.
Things to note about Kogeneracja SA performance evaluation
Checking the ongoing alerts about Kogeneracja for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kogeneracja SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kogeneracja SA had very high historical volatility over the last 90 days |
- Analyzing Kogeneracja'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 Kogeneracja's stock is overvalued or undervalued compared to its peers.
- Examining Kogeneracja'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 Kogeneracja's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kogeneracja's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kogeneracja's stock. These opinions can provide insight into Kogeneracja's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Kogeneracja Stock Analysis
When running Kogeneracja's price analysis, check to measure Kogeneracja'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 Kogeneracja is operating at the current time. Most of Kogeneracja's value examination focuses on studying past and present price action to predict the probability of Kogeneracja's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kogeneracja's price. Additionally, you may evaluate how the addition of Kogeneracja to your portfolios can decrease your overall portfolio volatility.