NATIONAL BREWERIES (Zambia) Performance
| NATBREW Stock | 3.00 0.00 0.00% |
The firm secures a Beta (Market Risk) of 0.75, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NATIONAL BREWERIES's returns are expected to increase less than the market. However, during the bear market, the loss of holding NATIONAL BREWERIES is expected to be smaller as well. At this point, NATIONAL BREWERIES PLC has a negative expected return of -0.45%. Please make sure to verify NATIONAL BREWERIES's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if NATIONAL BREWERIES PLC performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days NATIONAL BREWERIES PLC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's technical and fundamental indicators remain fairly stable which may send shares a bit higher in December 2024. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors. ...more
NATIONAL |
NATIONAL BREWERIES Relative Risk vs. Return Landscape
If you would invest 409.00 in NATIONAL BREWERIES PLC on August 31, 2024 and sell it today you would lose (109.00) from holding NATIONAL BREWERIES PLC or give up 26.65% of portfolio value over 90 days. NATIONAL BREWERIES PLC is generating negative expected returns and assumes 2.8076% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than NATIONAL, 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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NATIONAL BREWERIES Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NATIONAL BREWERIES's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NATIONAL BREWERIES PLC, and traders can use it to determine the average amount a NATIONAL BREWERIES'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 = -0.1617
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| Negative Returns | NATBREW |
Estimated Market Risk
| 2.81 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.45 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NATIONAL BREWERIES 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 NATIONAL BREWERIES by adding NATIONAL BREWERIES to a well-diversified portfolio.
Things to note about NATIONAL BREWERIES PLC performance evaluation
Checking the ongoing alerts about NATIONAL BREWERIES for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NATIONAL BREWERIES PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NATIONAL BREWERIES generated a negative expected return over the last 90 days |
- Analyzing NATIONAL BREWERIES'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 NATIONAL BREWERIES's stock is overvalued or undervalued compared to its peers.
- Examining NATIONAL BREWERIES'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 NATIONAL BREWERIES's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NATIONAL BREWERIES's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NATIONAL BREWERIES's stock. These opinions can provide insight into NATIONAL BREWERIES's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for NATIONAL Stock Analysis
When running NATIONAL BREWERIES's price analysis, check to measure NATIONAL BREWERIES'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 NATIONAL BREWERIES is operating at the current time. Most of NATIONAL BREWERIES's value examination focuses on studying past and present price action to predict the probability of NATIONAL BREWERIES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NATIONAL BREWERIES's price. Additionally, you may evaluate how the addition of NATIONAL BREWERIES to your portfolios can decrease your overall portfolio volatility.