Maxcom SA (Poland) Performance
| MXC Stock | 8.34 0.02 0.24% |
The company secures a Beta (Market Risk) of -0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Maxcom SA are expected to decrease at a much lower rate. During the bear market, Maxcom SA is likely to outperform the market. At this point, Maxcom SA has a negative expected return of -0.28%. Please make sure to verify Maxcom SA's potential upside, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to decide if Maxcom 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 Maxcom SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
Maxcom |
Maxcom SA Relative Risk vs. Return Landscape
If you would invest 1,000.00 in Maxcom SA on September 1, 2024 and sell it today you would lose (166.00) from holding Maxcom SA or give up 16.6% of portfolio value over 90 days. Maxcom SA is generating negative expected returns and assumes 1.6008% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Maxcom, 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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Maxcom SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maxcom SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Maxcom SA, and traders can use it to determine the average amount a Maxcom 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 = -0.1747
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| Negative Returns | MXC |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Maxcom 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 Maxcom SA by adding Maxcom SA to a well-diversified portfolio.
Things to note about Maxcom SA performance evaluation
Checking the ongoing alerts about Maxcom SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Maxcom SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Maxcom SA generated a negative expected return over the last 90 days |
- Analyzing Maxcom 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 Maxcom SA's stock is overvalued or undervalued compared to its peers.
- Examining Maxcom 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 Maxcom SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maxcom SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Maxcom SA's stock. These opinions can provide insight into Maxcom SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Maxcom Stock Analysis
When running Maxcom SA's price analysis, check to measure Maxcom 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 Maxcom SA is operating at the current time. Most of Maxcom SA's value examination focuses on studying past and present price action to predict the probability of Maxcom 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 Maxcom SA's price. Additionally, you may evaluate how the addition of Maxcom SA to your portfolios can decrease your overall portfolio volatility.