Uzinexport (Romania) Performance
| UZIN Stock | 0.56 0.00 0.00% |
The entity has a beta of -0.0956, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Uzinexport are expected to decrease at a much lower rate. During the bear market, Uzinexport is likely to outperform the market. Uzinexport SA right now has a risk of 3.48%. Please validate Uzinexport information ratio, maximum drawdown, kurtosis, as well as the relationship between the jensen alpha and skewness , to decide if Uzinexport will be following its existing price patterns.
Risk-Adjusted Performance
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Over the last 90 days Uzinexport SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Uzinexport is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Uzinexport |
Uzinexport Relative Risk vs. Return Landscape
If you would invest 57.00 in Uzinexport SA on August 26, 2024 and sell it today you would lose (1.00) from holding Uzinexport SA or give up 1.75% of portfolio value over 90 days. Uzinexport SA is generating 0.0312% of daily returns and assumes 3.4768% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than Uzinexport, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Uzinexport Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uzinexport's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Uzinexport SA, and traders can use it to determine the average amount a Uzinexport'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 = 0.009
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| Negative Returns | UZIN |
Estimated Market Risk
| 3.48 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Uzinexport 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 Uzinexport by adding Uzinexport to a well-diversified portfolio.
About Uzinexport Performance
By examining Uzinexport's fundamental ratios, stakeholders can obtain critical insights into Uzinexport's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Uzinexport is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Uzinexport SA performance evaluation
Checking the ongoing alerts about Uzinexport for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Uzinexport SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Uzinexport SA has some characteristics of a very speculative penny stock | |
| Uzinexport SA had very high historical volatility over the last 90 days |
- Analyzing Uzinexport'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 Uzinexport's stock is overvalued or undervalued compared to its peers.
- Examining Uzinexport'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 Uzinexport's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Uzinexport's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Uzinexport's stock. These opinions can provide insight into Uzinexport's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Uzinexport Stock
Uzinexport financial ratios help investors to determine whether Uzinexport Stock 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 Uzinexport with respect to the benefits of owning Uzinexport security.