Safetech Innovations (Romania) Performance
| SAFE Stock | 2.40 0.02 0.84% |
The entity has a beta of -0.0404, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Safetech Innovations are expected to decrease at a much lower rate. During the bear market, Safetech Innovations is likely to outperform the market. At this point, Safetech Innovations has a negative expected return of -0.0459%. Please make sure to validate Safetech Innovations' jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Safetech Innovations 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 Safetech Innovations SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Safetech Innovations is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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Safetech Innovations Relative Risk vs. Return Landscape
If you would invest 248.00 in Safetech Innovations SA on August 24, 2024 and sell it today you would lose (8.00) from holding Safetech Innovations SA or give up 3.23% of portfolio value over 90 days. Safetech Innovations SA is generating negative expected returns and assumes 1.0439% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than Safetech, 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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Safetech Innovations Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safetech Innovations' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Safetech Innovations SA, and traders can use it to determine the average amount a Safetech Innovations' 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 = -0.0439
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Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Safetech Innovations 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 Safetech Innovations by adding Safetech Innovations to a well-diversified portfolio.
Things to note about Safetech Innovations performance evaluation
Checking the ongoing alerts about Safetech Innovations for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Safetech Innovations help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Safetech Innovations generated a negative expected return over the last 90 days |
- Analyzing Safetech Innovations' 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 Safetech Innovations' stock is overvalued or undervalued compared to its peers.
- Examining Safetech Innovations' 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 Safetech Innovations' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Safetech Innovations' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Safetech Innovations' stock. These opinions can provide insight into Safetech Innovations' potential for growth and whether the stock is currently undervalued or overvalued.