GRUPO ECOENER (Germany) Performance
| 89W Stock | 4.89 0.02 0.41% |
On a scale of 0 to 100, GRUPO ECOENER holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GRUPO ECOENER's returns are expected to increase less than the market. However, during the bear market, the loss of holding GRUPO ECOENER is expected to be smaller as well. Please check GRUPO ECOENER's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether GRUPO ECOENER's current trending patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in GRUPO ECOENER EO are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady basic indicators, GRUPO ECOENER reported solid returns over the last few months and may actually be approaching a breakup point. ...more
GRUPO |
GRUPO ECOENER Relative Risk vs. Return Landscape
If you would invest 414.00 in GRUPO ECOENER EO on October 28, 2024 and sell it today you would earn a total of 75.00 from holding GRUPO ECOENER EO or generate 18.12% return on investment over 90 days. GRUPO ECOENER EO is currently producing 0.2917% returns and takes up 1.9374% volatility of returns over 90 trading days. Put another way, 17% of traded stocks are less volatile than GRUPO, and 95% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
GRUPO ECOENER Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRUPO ECOENER's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as GRUPO ECOENER EO, and traders can use it to determine the average amount a GRUPO ECOENER'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 = 0.1505
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Estimated Market Risk
| 1.94 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average GRUPO ECOENER 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 GRUPO ECOENER by adding it to a well-diversified portfolio.
Things to note about GRUPO ECOENER EO performance evaluation
Checking the ongoing alerts about GRUPO ECOENER for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for GRUPO ECOENER EO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating GRUPO ECOENER's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate GRUPO ECOENER's stock performance include:- Analyzing GRUPO ECOENER'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 GRUPO ECOENER's stock is overvalued or undervalued compared to its peers.
- Examining GRUPO ECOENER'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 GRUPO ECOENER's management team can have a significant impact on its success or failure. Reviewing the track record and experience of GRUPO ECOENER's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of GRUPO ECOENER's stock. These opinions can provide insight into GRUPO ECOENER's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for GRUPO Stock analysis
When running GRUPO ECOENER's price analysis, check to measure GRUPO ECOENER'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 GRUPO ECOENER is operating at the current time. Most of GRUPO ECOENER's value examination focuses on studying past and present price action to predict the probability of GRUPO ECOENER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GRUPO ECOENER's price. Additionally, you may evaluate how the addition of GRUPO ECOENER to your portfolios can decrease your overall portfolio volatility.
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