SYSTEMAIR (Germany) Performance
| 52SA Stock | 7.61 0.10 1.30% |
On a scale of 0 to 100, SYSTEMAIR holds a performance score of 11. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SYSTEMAIR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SYSTEMAIR is expected to be smaller as well. Please check SYSTEMAIR's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether SYSTEMAIR's existing price patterns will revert.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in SYSTEMAIR AB are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, SYSTEMAIR reported solid returns over the last few months and may actually be approaching a breakup point. ...more
SYSTEMAIR |
SYSTEMAIR Relative Risk vs. Return Landscape
If you would invest 541.00 in SYSTEMAIR AB on August 24, 2024 and sell it today you would earn a total of 220.00 from holding SYSTEMAIR AB or generate 40.67% return on investment over 90 days. SYSTEMAIR AB is generating 0.6063% of daily returns assuming 4.0954% volatility of returns over the 90 days investment horizon. Simply put, 36% of all stocks have less volatile historical return distribution than SYSTEMAIR, and 88% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SYSTEMAIR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SYSTEMAIR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SYSTEMAIR AB, and traders can use it to determine the average amount a SYSTEMAIR'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 = 0.1481
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Estimated Market Risk
| 4.1 actual daily | 36 64% of assets are more volatile |
Expected Return
| 0.61 actual daily | 12 88% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average SYSTEMAIR is performing at about 11% 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 SYSTEMAIR by adding it to a well-diversified portfolio.
Things to note about SYSTEMAIR AB performance evaluation
Checking the ongoing alerts about SYSTEMAIR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SYSTEMAIR AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SYSTEMAIR AB appears to be risky and price may revert if volatility continues |
- Analyzing SYSTEMAIR'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 SYSTEMAIR's stock is overvalued or undervalued compared to its peers.
- Examining SYSTEMAIR'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 SYSTEMAIR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SYSTEMAIR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SYSTEMAIR's stock. These opinions can provide insight into SYSTEMAIR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SYSTEMAIR Stock analysis
When running SYSTEMAIR's price analysis, check to measure SYSTEMAIR'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 SYSTEMAIR is operating at the current time. Most of SYSTEMAIR's value examination focuses on studying past and present price action to predict the probability of SYSTEMAIR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SYSTEMAIR's price. Additionally, you may evaluate how the addition of SYSTEMAIR to your portfolios can decrease your overall portfolio volatility.
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