ABC BANKING (Mauritius) Performance
| ABCB Stock | 20.25 0.00 0.00% |
The firm owns a Beta (Systematic Risk) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ABC BANKING are expected to decrease at a much lower rate. During the bear market, ABC BANKING is likely to outperform the market. At this point, ABC BANKING PORATION has a negative expected return of -0.0505%. Please make sure to confirm ABC BANKING's semi deviation, variance, and the relationship between the mean deviation and downside deviation , to decide if ABC BANKING PORATION performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days ABC BANKING PORATION has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, ABC BANKING is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
ABC |
ABC BANKING Relative Risk vs. Return Landscape
If you would invest 2,095 in ABC BANKING PORATION on November 4, 2024 and sell it today you would lose (70.00) from holding ABC BANKING PORATION or give up 3.34% of portfolio value over 90 days. ABC BANKING PORATION is generating negative expected returns and assumes 0.9478% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than ABC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABC BANKING Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABC BANKING's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABC BANKING PORATION, and traders can use it to determine the average amount a ABC BANKING'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 = -0.0532
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| Negative Returns | ABCB |
Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABC BANKING 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 ABC BANKING by adding ABC BANKING to a well-diversified portfolio.
Things to note about ABC BANKING PORATION performance evaluation
Checking the ongoing alerts about ABC BANKING for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABC BANKING PORATION help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ABC BANKING PORATION generated a negative expected return over the last 90 days |
- Analyzing ABC BANKING'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 ABC BANKING's stock is overvalued or undervalued compared to its peers.
- Examining ABC BANKING'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 ABC BANKING's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABC BANKING's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABC BANKING's stock. These opinions can provide insight into ABC BANKING's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ABC Stock analysis
When running ABC BANKING's price analysis, check to measure ABC BANKING'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 ABC BANKING is operating at the current time. Most of ABC BANKING's value examination focuses on studying past and present price action to predict the probability of ABC BANKING's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABC BANKING's price. Additionally, you may evaluate how the addition of ABC BANKING to your portfolios can decrease your overall portfolio volatility.
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