Empresas (Chile) Performance
| ABC Stock | 9.12 0.11 1.22% |
The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Empresas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Empresas is expected to be smaller as well. Empresas la Polar right now shows a risk of 1.54%. Please confirm Empresas la Polar skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Empresas la Polar will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Empresas la Polar has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy fundamental indicators, Empresas is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
Empresas |
Empresas Relative Risk vs. Return Landscape
If you would invest 916.00 in Empresas la Polar on September 14, 2024 and sell it today you would lose (4.00) from holding Empresas la Polar or give up 0.44% of portfolio value over 90 days. Empresas la Polar is generating 0.0042% of daily returns assuming 1.5407% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Empresas, 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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Empresas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Empresas' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Empresas la Polar, and traders can use it to determine the average amount a Empresas' 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 = 0.0027
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| Negative Returns | ABC |
Estimated Market Risk
| 1.54 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Empresas 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 Empresas by adding Empresas to a well-diversified portfolio.
Things to note about Empresas la Polar performance evaluation
Checking the ongoing alerts about Empresas for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Empresas la Polar help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Empresas' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Empresas' stock performance include:- Analyzing Empresas' 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 Empresas' stock is overvalued or undervalued compared to its peers.
- Examining Empresas' 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 Empresas' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Empresas' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Empresas' stock. These opinions can provide insight into Empresas' potential for growth and whether the stock is currently undervalued or overvalued.