Sildarvinnslan (Iceland) Performance
| SVN Stock | 93.50 1.50 1.58% |
The entity has a beta of 0.0721, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sildarvinnslan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sildarvinnslan is expected to be smaller as well. At this point, Sildarvinnslan Hf has a negative expected return of -0.0284%. Please make sure to validate Sildarvinnslan's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Sildarvinnslan Hf 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 Sildarvinnslan Hf has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Sildarvinnslan is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Sildarvinnslan |
Sildarvinnslan Relative Risk vs. Return Landscape
If you would invest 9,550 in Sildarvinnslan Hf on September 3, 2024 and sell it today you would lose (200.00) from holding Sildarvinnslan Hf or give up 2.09% of portfolio value over 90 days. Sildarvinnslan Hf is producing return of less than zero assuming 0.9145% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Sildarvinnslan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sildarvinnslan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sildarvinnslan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sildarvinnslan Hf, and traders can use it to determine the average amount a Sildarvinnslan'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 = -0.0311
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| Negative Returns | SVN |
Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sildarvinnslan 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 Sildarvinnslan by adding Sildarvinnslan to a well-diversified portfolio.
Things to note about Sildarvinnslan Hf performance evaluation
Checking the ongoing alerts about Sildarvinnslan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sildarvinnslan Hf help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sildarvinnslan Hf generated a negative expected return over the last 90 days |
- Analyzing Sildarvinnslan'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 Sildarvinnslan's stock is overvalued or undervalued compared to its peers.
- Examining Sildarvinnslan'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 Sildarvinnslan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sildarvinnslan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sildarvinnslan's stock. These opinions can provide insight into Sildarvinnslan's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sildarvinnslan Stock analysis
When running Sildarvinnslan's price analysis, check to measure Sildarvinnslan'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 Sildarvinnslan is operating at the current time. Most of Sildarvinnslan's value examination focuses on studying past and present price action to predict the probability of Sildarvinnslan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sildarvinnslan's price. Additionally, you may evaluate how the addition of Sildarvinnslan to your portfolios can decrease your overall portfolio volatility.
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