Nabtesco Corp (Germany) Performance
| 3N8 Stock | 17.00 0.20 1.16% |
On a scale of 0 to 100, Nabtesco Corp holds a performance score of 10. The company secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nabtesco Corp are expected to decrease at a much lower rate. During the bear market, Nabtesco Corp is likely to outperform the market. Please check Nabtesco Corp's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Nabtesco Corp's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Nabtesco Corp are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Nabtesco Corp unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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Nabtesco Corp Relative Risk vs. Return Landscape
If you would invest 1,520 in Nabtesco Corp on October 12, 2024 and sell it today you would earn a total of 180.00 from holding Nabtesco Corp or generate 11.84% return on investment over 90 days. Nabtesco Corp is generating 0.2002% of daily returns and assumes 1.452% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Nabtesco, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Nabtesco Corp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nabtesco Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nabtesco Corp, and traders can use it to determine the average amount a Nabtesco Corp'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 = 0.1379
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Estimated Market Risk
| 1.45 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Nabtesco Corp is performing at about 10% 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 Nabtesco Corp by adding it to a well-diversified portfolio.
Things to note about Nabtesco Corp performance evaluation
Checking the ongoing alerts about Nabtesco Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nabtesco Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Nabtesco Corp's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Nabtesco Corp's stock performance include:- Analyzing Nabtesco Corp'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 Nabtesco Corp's stock is overvalued or undervalued compared to its peers.
- Examining Nabtesco Corp'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 Nabtesco Corp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nabtesco Corp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nabtesco Corp's stock. These opinions can provide insight into Nabtesco Corp's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Nabtesco Stock Analysis
When running Nabtesco Corp's price analysis, check to measure Nabtesco Corp'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 Nabtesco Corp is operating at the current time. Most of Nabtesco Corp's value examination focuses on studying past and present price action to predict the probability of Nabtesco Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nabtesco Corp's price. Additionally, you may evaluate how the addition of Nabtesco Corp to your portfolios can decrease your overall portfolio volatility.