SMI (Morocco) Performance
| SMI Stock | 2,800 50.00 1.75% |
On a scale of 0 to 100, SMI holds a performance score of 16. The entity has a beta of -0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SMI are expected to decrease at a much lower rate. During the bear market, SMI is likely to outperform the market. Please check SMI's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether SMI's existing price patterns will revert.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in SMI are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak forward indicators, SMI exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
SMI |
SMI Relative Risk vs. Return Landscape
If you would invest 214,800 in SMI on November 28, 2024 and sell it today you would earn a total of 65,200 from holding SMI or generate 30.35% return on investment over 90 days. SMI is generating 0.4513% of daily returns assuming 2.1678% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than SMI, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SMI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SMI, and traders can use it to determine the average amount a SMI'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 = 0.2082
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Estimated Market Risk
| 2.17 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.45 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average SMI is performing at about 16% 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 SMI by adding it to a well-diversified portfolio.
Things to note about SMI performance evaluation
Checking the ongoing alerts about SMI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SMI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SMI's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SMI's stock performance include:- Analyzing SMI'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 SMI's stock is overvalued or undervalued compared to its peers.
- Examining SMI'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 SMI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SMI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SMI's stock. These opinions can provide insight into SMI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SMI Stock analysis
When running SMI's price analysis, check to measure SMI'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 SMI is operating at the current time. Most of SMI's value examination focuses on studying past and present price action to predict the probability of SMI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SMI's price. Additionally, you may evaluate how the addition of SMI to your portfolios can decrease your overall portfolio volatility.
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