Revenga Ingenieros (Spain) Performance
| RSS Stock | 2.52 0.08 3.08% |
The company holds a Beta of -0.0677, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Revenga Ingenieros are expected to decrease at a much lower rate. During the bear market, Revenga Ingenieros is likely to outperform the market. At this point, Revenga Ingenieros has a negative expected return of -0.14%. Please make sure to check Revenga Ingenieros' daily balance of power, as well as the relationship between the day typical price and relative strength index , to decide if Revenga Ingenieros 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 Revenga Ingenieros SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
Revenga |
Revenga Ingenieros Relative Risk vs. Return Landscape
If you would invest 278.00 in Revenga Ingenieros SA on August 31, 2024 and sell it today you would lose (26.00) from holding Revenga Ingenieros SA or give up 9.35% of portfolio value over 90 days. Revenga Ingenieros SA is producing return of less than zero assuming 1.653% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than Revenga Ingenieros, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Revenga Ingenieros Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Revenga Ingenieros' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Revenga Ingenieros SA, and traders can use it to determine the average amount a Revenga Ingenieros' 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 = -0.0847
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Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Revenga Ingenieros 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 Revenga Ingenieros by adding Revenga Ingenieros to a well-diversified portfolio.
Things to note about Revenga Ingenieros performance evaluation
Checking the ongoing alerts about Revenga Ingenieros for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Revenga Ingenieros help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Revenga Ingenieros generated a negative expected return over the last 90 days |
- Analyzing Revenga Ingenieros' 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 Revenga Ingenieros' stock is overvalued or undervalued compared to its peers.
- Examining Revenga Ingenieros' 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 Revenga Ingenieros' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Revenga Ingenieros' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Revenga Ingenieros' stock. These opinions can provide insight into Revenga Ingenieros' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Revenga Stock analysis
When running Revenga Ingenieros' price analysis, check to measure Revenga Ingenieros' 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 Revenga Ingenieros is operating at the current time. Most of Revenga Ingenieros' value examination focuses on studying past and present price action to predict the probability of Revenga Ingenieros' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Revenga Ingenieros' price. Additionally, you may evaluate how the addition of Revenga Ingenieros to your portfolios can decrease your overall portfolio volatility.
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