SUNEX SA (Poland) Performance
| SNX Stock | 7.30 0.29 3.82% |
The entity has a beta of 0.0314, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SUNEX SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SUNEX SA is expected to be smaller as well. At this point, SUNEX SA has a negative expected return of -0.69%. Please make sure to validate SUNEX SA's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if SUNEX SA performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days SUNEX 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
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SUNEX SA Relative Risk vs. Return Landscape
If you would invest 1,142 in SUNEX SA on September 1, 2024 and sell it today you would lose (412.00) from holding SUNEX SA or give up 36.08% of portfolio value over 90 days. SUNEX SA is generating negative expected returns and assumes 1.525% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than SUNEX, 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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SUNEX SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SUNEX SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SUNEX SA, and traders can use it to determine the average amount a SUNEX 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 = -0.4493
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| Negative Returns | SNX |
Estimated Market Risk
| 1.53 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.69 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.45 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SUNEX 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 SUNEX SA by adding SUNEX SA to a well-diversified portfolio.
Things to note about SUNEX SA performance evaluation
Checking the ongoing alerts about SUNEX SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SUNEX SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SUNEX SA generated a negative expected return over the last 90 days |
- Analyzing SUNEX 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 SUNEX SA's stock is overvalued or undervalued compared to its peers.
- Examining SUNEX 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 SUNEX SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SUNEX SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SUNEX SA's stock. These opinions can provide insight into SUNEX SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for SUNEX Stock Analysis
When running SUNEX SA's price analysis, check to measure SUNEX 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 SUNEX SA is operating at the current time. Most of SUNEX SA's value examination focuses on studying past and present price action to predict the probability of SUNEX 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 SUNEX SA's price. Additionally, you may evaluate how the addition of SUNEX SA to your portfolios can decrease your overall portfolio volatility.