Turism Felix (Romania) Performance
| TUFE Stock | 0.33 0.04 13.79% |
On a scale of 0 to 100, Turism Felix holds a performance score of 4. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Turism Felix are expected to decrease at a much lower rate. During the bear market, Turism Felix is likely to outperform the market. Please check Turism Felix's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Turism Felix's existing price patterns will revert.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Turism Felix B are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Turism Felix displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
Turism |
Turism Felix Relative Risk vs. Return Landscape
If you would invest 30.00 in Turism Felix B on September 12, 2024 and sell it today you would earn a total of 3.00 from holding Turism Felix B or generate 10.0% return on investment over 90 days. Turism Felix B is generating 0.2234% of daily returns and assumes 3.9254% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Turism, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Turism Felix Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Turism Felix's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Turism Felix B, and traders can use it to determine the average amount a Turism Felix'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 = 0.0569
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 3.93 actual daily | 34 66% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Turism Felix is performing at about 4% 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 Turism Felix by adding it to a well-diversified portfolio.
Things to note about Turism Felix B performance evaluation
Checking the ongoing alerts about Turism Felix for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Turism Felix B help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Turism Felix B has some characteristics of a very speculative penny stock | |
| Turism Felix B had very high historical volatility over the last 90 days |
- Analyzing Turism Felix'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 Turism Felix's stock is overvalued or undervalued compared to its peers.
- Examining Turism Felix'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 Turism Felix's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Turism Felix's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Turism Felix's stock. These opinions can provide insight into Turism Felix's potential for growth and whether the stock is currently undervalued or overvalued.