SUNCOR ENERGY INC Performance
| 86722TAB8 | 114.66 4.80 4.37% |
The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SUNCOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SUNCOR is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in SUNCOR ENERGY INC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SUNCOR is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.742 |
SUNCOR |
SUNCOR Relative Risk vs. Return Landscape
If you would invest 11,227 in SUNCOR ENERGY INC on August 28, 2024 and sell it today you would earn a total of 239.00 from holding SUNCOR ENERGY INC or generate 2.13% return on investment over 90 days. SUNCOR ENERGY INC is generating 0.058% of daily returns and assumes 1.5753% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than SUNCOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SUNCOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SUNCOR's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SUNCOR ENERGY INC, and traders can use it to determine the average amount a SUNCOR'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 = 0.0368
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| Cash | Small Risk | 86722TAB8 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.58 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average SUNCOR is performing at about 2% 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 SUNCOR by adding it to a well-diversified portfolio.
About SUNCOR Performance
By analyzing SUNCOR's fundamental ratios, stakeholders can gain valuable insights into SUNCOR's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SUNCOR 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 SUNCOR has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.