ALL ENERGY (Thailand) Performance
| AE Stock | 0.20 0.01 5.26% |
The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ALL ENERGY's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALL ENERGY is expected to be smaller as well. At this point, ALL ENERGY UTILITIES has a negative expected return of -0.37%. Please make sure to confirm ALL ENERGY's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if ALL ENERGY UTILITIES performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ALL ENERGY UTILITIES has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's fundamental drivers remain quite persistent which may send shares a bit higher in February 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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ALL ENERGY Relative Risk vs. Return Landscape
If you would invest 26.00 in ALL ENERGY UTILITIES on October 20, 2024 and sell it today you would lose (6.00) from holding ALL ENERGY UTILITIES or give up 23.08% of portfolio value over 90 days. ALL ENERGY UTILITIES is currently producing negative expected returns and takes up 3.3198% volatility of returns over 90 trading days. Put another way, 29% of traded stocks are less volatile than ALL, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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ALL ENERGY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALL ENERGY's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ALL ENERGY UTILITIES, and traders can use it to determine the average amount a ALL ENERGY'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 = -0.1127
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| Negative Returns | AE |
Estimated Market Risk
| 3.32 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ALL ENERGY 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 ALL ENERGY by adding ALL ENERGY to a well-diversified portfolio.
Things to note about ALL ENERGY UTILITIES performance evaluation
Checking the ongoing alerts about ALL ENERGY for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ALL ENERGY UTILITIES help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ALL ENERGY UTILITIES generated a negative expected return over the last 90 days | |
| ALL ENERGY UTILITIES has some characteristics of a very speculative penny stock | |
| ALL ENERGY UTILITIES has high historical volatility and very poor performance |
- Analyzing ALL ENERGY'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 ALL ENERGY's stock is overvalued or undervalued compared to its peers.
- Examining ALL ENERGY'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 ALL ENERGY's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALL ENERGY's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ALL ENERGY's stock. These opinions can provide insight into ALL ENERGY's potential for growth and whether the stock is currently undervalued or overvalued.