Energenesis Biomedical (Taiwan) Performance
| 6657 Stock | 50.30 0.10 0.20% |
The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Energenesis Biomedical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Energenesis Biomedical is expected to be smaller as well. At this point, Energenesis Biomedical has a negative expected return of -0.0301%. Please make sure to confirm Energenesis Biomedical's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Energenesis Biomedical performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Energenesis Biomedical Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Energenesis Biomedical is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Energenesis |
Energenesis Biomedical Relative Risk vs. Return Landscape
If you would invest 5,200 in Energenesis Biomedical Co on October 23, 2024 and sell it today you would lose (170.00) from holding Energenesis Biomedical Co or give up 3.27% of portfolio value over 90 days. Energenesis Biomedical Co is generating negative expected returns and assumes 2.1332% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Energenesis, and 99% 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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Energenesis Biomedical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energenesis Biomedical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Energenesis Biomedical Co, and traders can use it to determine the average amount a Energenesis Biomedical'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 = -0.0141
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| Negative Returns | 6657 |
Estimated Market Risk
| 2.13 actual daily | 18 82% 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 Energenesis Biomedical 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 Energenesis Biomedical by adding Energenesis Biomedical to a well-diversified portfolio.
Things to note about Energenesis Biomedical performance evaluation
Checking the ongoing alerts about Energenesis Biomedical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Energenesis Biomedical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Energenesis Biomedical generated a negative expected return over the last 90 days |
- Analyzing Energenesis Biomedical'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 Energenesis Biomedical's stock is overvalued or undervalued compared to its peers.
- Examining Energenesis Biomedical'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 Energenesis Biomedical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Energenesis Biomedical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Energenesis Biomedical's stock. These opinions can provide insight into Energenesis Biomedical's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Energenesis Stock Analysis
When running Energenesis Biomedical's price analysis, check to measure Energenesis Biomedical'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 Energenesis Biomedical is operating at the current time. Most of Energenesis Biomedical's value examination focuses on studying past and present price action to predict the probability of Energenesis Biomedical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Energenesis Biomedical's price. Additionally, you may evaluate how the addition of Energenesis Biomedical to your portfolios can decrease your overall portfolio volatility.