ECOPET 5875 02 NOV 51 Performance
| 279158AQ2 | 70.04 0.29 0.42% |
The entity shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ECOPET are expected to decrease at a much lower rate. During the bear market, ECOPET is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ECOPET 5875 02 NOV 51 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ECOPET is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
ECOPET |
ECOPET Relative Risk vs. Return Landscape
If you would invest 7,043 in ECOPET 5875 02 NOV 51 on December 6, 2024 and sell it today you would lose (39.00) from holding ECOPET 5875 02 NOV 51 or give up 0.55% of portfolio value over 90 days. ECOPET 5875 02 NOV 51 is generating negative expected returns and assumes 1.0398% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than ECOPET, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ECOPET Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ECOPET's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ECOPET 5875 02 NOV 51, and traders can use it to determine the average amount a ECOPET'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 = -0.0041
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 279158AQ2 |
Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ECOPET 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 ECOPET by adding ECOPET to a well-diversified portfolio.
About ECOPET Performance
By analyzing ECOPET's fundamental ratios, stakeholders can gain valuable insights into ECOPET's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ECOPET has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ECOPET has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ECOPET 5875 02 generated a negative expected return over the last 90 days |
Other Information on Investing in ECOPET Bond
ECOPET financial ratios help investors to determine whether ECOPET Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ECOPET with respect to the benefits of owning ECOPET security.