MITSUBISHI STEEL (Germany) Performance
| 0BK Stock | 8.60 0.05 0.58% |
The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MITSUBISHI STEEL's returns are expected to increase less than the market. However, during the bear market, the loss of holding MITSUBISHI STEEL is expected to be smaller as well. At this point, MITSUBISHI STEEL MFG has a negative expected return of -0.0624%. Please make sure to verify MITSUBISHI STEEL's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if MITSUBISHI STEEL MFG performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MITSUBISHI STEEL MFG has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, MITSUBISHI STEEL is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
MITSUBISHI |
MITSUBISHI STEEL Relative Risk vs. Return Landscape
If you would invest 900.00 in MITSUBISHI STEEL MFG on August 28, 2024 and sell it today you would lose (40.00) from holding MITSUBISHI STEEL MFG or give up 4.44% of portfolio value over 90 days. MITSUBISHI STEEL MFG is currently producing negative expected returns and takes up 1.3229% volatility of returns over 90 trading days. Put another way, 11% of traded stocks are less volatile than MITSUBISHI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MITSUBISHI STEEL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MITSUBISHI STEEL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MITSUBISHI STEEL MFG, and traders can use it to determine the average amount a MITSUBISHI STEEL'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 = -0.0472
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| Negative Returns | 0BK |
Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MITSUBISHI STEEL 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 MITSUBISHI STEEL by adding MITSUBISHI STEEL to a well-diversified portfolio.
About MITSUBISHI STEEL Performance
By analyzing MITSUBISHI STEEL's fundamental ratios, stakeholders can gain valuable insights into MITSUBISHI STEEL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MITSUBISHI STEEL 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 MITSUBISHI STEEL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about MITSUBISHI STEEL MFG performance evaluation
Checking the ongoing alerts about MITSUBISHI STEEL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MITSUBISHI STEEL MFG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MITSUBISHI STEEL MFG generated a negative expected return over the last 90 days |
- Analyzing MITSUBISHI STEEL'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 MITSUBISHI STEEL's stock is overvalued or undervalued compared to its peers.
- Examining MITSUBISHI STEEL'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 MITSUBISHI STEEL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MITSUBISHI STEEL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MITSUBISHI STEEL's stock. These opinions can provide insight into MITSUBISHI STEEL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MITSUBISHI Stock analysis
When running MITSUBISHI STEEL's price analysis, check to measure MITSUBISHI STEEL'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 MITSUBISHI STEEL is operating at the current time. Most of MITSUBISHI STEEL's value examination focuses on studying past and present price action to predict the probability of MITSUBISHI STEEL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MITSUBISHI STEEL's price. Additionally, you may evaluate how the addition of MITSUBISHI STEEL to your portfolios can decrease your overall portfolio volatility.
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