AECI MINING (Zambia) Performance
| AECI Stock | 31.50 0.00 0.00% |
The firm owns a Beta (Systematic Risk) of 0.0923, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AECI MINING's returns are expected to increase less than the market. However, during the bear market, the loss of holding AECI MINING is expected to be smaller as well. At this point, AECI MINING EXPLOSIVES has a negative expected return of -0.16%. Please make sure to confirm AECI MINING's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if AECI MINING EXPLOSIVES performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days AECI MINING EXPLOSIVES has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's fundamental indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
AECI |
AECI MINING Relative Risk vs. Return Landscape
If you would invest 3,500 in AECI MINING EXPLOSIVES on August 28, 2024 and sell it today you would lose (350.00) from holding AECI MINING EXPLOSIVES or give up 10.0% of portfolio value over 90 days. AECI MINING EXPLOSIVES is generating negative expected returns and assumes 1.1033% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than AECI, 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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AECI MINING Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AECI MINING's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AECI MINING EXPLOSIVES, and traders can use it to determine the average amount a AECI MINING'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 = -0.1481
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| Negative Returns | AECI |
Estimated Market Risk
| 1.1 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AECI MINING 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 AECI MINING by adding AECI MINING to a well-diversified portfolio.
Things to note about AECI MINING EXPLOSIVES performance evaluation
Checking the ongoing alerts about AECI MINING for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AECI MINING EXPLOSIVES help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AECI MINING generated a negative expected return over the last 90 days |
- Analyzing AECI MINING'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 AECI MINING's stock is overvalued or undervalued compared to its peers.
- Examining AECI MINING'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 AECI MINING's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AECI MINING's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AECI MINING's stock. These opinions can provide insight into AECI MINING's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for AECI Stock Analysis
When running AECI MINING's price analysis, check to measure AECI MINING'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 AECI MINING is operating at the current time. Most of AECI MINING's value examination focuses on studying past and present price action to predict the probability of AECI MINING's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AECI MINING's price. Additionally, you may evaluate how the addition of AECI MINING to your portfolios can decrease your overall portfolio volatility.