ALIOR BANK (Germany) Performance
| A6O Stock | EUR 20.92 0.14 0.66% |
The firm shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. ALIOR BANK returns are very sensitive to returns on the market. As the market goes up or down, ALIOR BANK is expected to follow. At this point, ALIOR BANK has a negative expected return of -0.16%. Please make sure to confirm ALIOR BANK's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if ALIOR BANK performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ALIOR BANK has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
| Begin Period Cash Flow | 2.5 B | |
| Free Cash Flow | 1.9 B |
ALIOR |
ALIOR BANK Relative Risk vs. Return Landscape
If you would invest 2,388 in ALIOR BANK on September 3, 2024 and sell it today you would lose (282.00) from holding ALIOR BANK or give up 11.81% of portfolio value over 90 days. ALIOR BANK is producing return of less than zero assuming 2.6526% volatility of returns over the 90 days investment horizon. Simply put, 23% of all stocks have less volatile historical return distribution than ALIOR BANK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ALIOR BANK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALIOR BANK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ALIOR BANK, and traders can use it to determine the average amount a ALIOR BANK'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 = -0.0598
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | A6O |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ALIOR BANK 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 ALIOR BANK by adding ALIOR BANK to a well-diversified portfolio.
ALIOR BANK Fundamentals Growth
ALIOR Stock prices reflect investors' perceptions of the future prospects and financial health of ALIOR BANK, and ALIOR BANK fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ALIOR Stock performance.
| Price To Book | 0.81 X | |||
| Price To Sales | 1.07 X | |||
| Revenue | 3.8 B | |||
| Cash Flow From Operations | 2.07 B | |||
| Total Asset | 83.05 B | |||
About ALIOR BANK Performance
By analyzing ALIOR BANK's fundamental ratios, stakeholders can gain valuable insights into ALIOR BANK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALIOR BANK 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 ALIOR BANK 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 ALIOR BANK performance evaluation
Checking the ongoing alerts about ALIOR BANK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ALIOR BANK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ALIOR BANK generated a negative expected return over the last 90 days |
- Analyzing ALIOR BANK'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 ALIOR BANK's stock is overvalued or undervalued compared to its peers.
- Examining ALIOR BANK'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 ALIOR BANK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALIOR BANK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ALIOR BANK's stock. These opinions can provide insight into ALIOR BANK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ALIOR Stock analysis
When running ALIOR BANK's price analysis, check to measure ALIOR BANK'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 ALIOR BANK is operating at the current time. Most of ALIOR BANK's value examination focuses on studying past and present price action to predict the probability of ALIOR BANK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALIOR BANK's price. Additionally, you may evaluate how the addition of ALIOR BANK to your portfolios can decrease your overall portfolio volatility.
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