Zabka Group (Poland) Performance
| ZAB Stock | 22.89 0.04 0.17% |
The firm maintains a market beta of -0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Zabka Group are expected to decrease at a much lower rate. During the bear market, Zabka Group is likely to outperform the market. Zabka Group SA right now maintains a risk of 1.61%. Please check out Zabka Group SA jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Zabka Group SA will be following its historical returns.
Risk-Adjusted Performance
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Over the last 90 days Zabka Group SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Zabka Group is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
Zabka |
Zabka Group Relative Risk vs. Return Landscape
If you would invest 2,288 in Zabka Group SA on September 29, 2025 and sell it today you would earn a total of 1.00 from holding Zabka Group SA or generate 0.04% return on investment over 90 days. Zabka Group SA is generating 0.0135% of daily returns and assumes 1.6117% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Zabka, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Zabka Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zabka Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Zabka Group SA, and traders can use it to determine the average amount a Zabka Group'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 = 0.0084
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| Negative Returns | ZAB |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.01 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 Zabka Group 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 Zabka Group by adding Zabka Group to a well-diversified portfolio.
Things to note about Zabka Group SA performance evaluation
Checking the ongoing alerts about Zabka Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Zabka Group SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Zabka Group's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Zabka Group's stock performance include:- Analyzing Zabka Group'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 Zabka Group's stock is overvalued or undervalued compared to its peers.
- Examining Zabka Group'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 Zabka Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Zabka Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Zabka Group's stock. These opinions can provide insight into Zabka Group's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Zabka Stock Analysis
When running Zabka Group's price analysis, check to measure Zabka Group'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 Zabka Group is operating at the current time. Most of Zabka Group's value examination focuses on studying past and present price action to predict the probability of Zabka Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zabka Group's price. Additionally, you may evaluate how the addition of Zabka Group to your portfolios can decrease your overall portfolio volatility.