AFREXIMBANK (Mauritius) Performance
| AEIB Stock | 2.70 0.00 0.00% |
The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AFREXIMBANK's returns are expected to increase less than the market. However, during the bear market, the loss of holding AFREXIMBANK is expected to be smaller as well. At this point, AFREXIMBANK has a negative expected return of -0.0623%. Please make sure to confirm AFREXIMBANK's jensen alpha, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if AFREXIMBANK performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days AFREXIMBANK has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, AFREXIMBANK is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
AFREXIMBANK |
AFREXIMBANK Relative Risk vs. Return Landscape
If you would invest 281.00 in AFREXIMBANK on August 28, 2024 and sell it today you would lose (11.00) from holding AFREXIMBANK or give up 3.91% of portfolio value over 90 days. AFREXIMBANK is generating negative expected returns and assumes 0.4597% volatility on return distribution over the 90 days horizon. Simply put, 4% of stocks are less volatile than AFREXIMBANK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AFREXIMBANK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AFREXIMBANK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AFREXIMBANK, and traders can use it to determine the average amount a AFREXIMBANK'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 = -0.1355
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| Negative Returns | AEIB |
Estimated Market Risk
| 0.46 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AFREXIMBANK 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 AFREXIMBANK by adding AFREXIMBANK to a well-diversified portfolio.
Things to note about AFREXIMBANK performance evaluation
Checking the ongoing alerts about AFREXIMBANK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AFREXIMBANK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AFREXIMBANK generated a negative expected return over the last 90 days |
- Analyzing AFREXIMBANK'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 AFREXIMBANK's stock is overvalued or undervalued compared to its peers.
- Examining AFREXIMBANK'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 AFREXIMBANK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AFREXIMBANK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AFREXIMBANK's stock. These opinions can provide insight into AFREXIMBANK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AFREXIMBANK Stock analysis
When running AFREXIMBANK's price analysis, check to measure AFREXIMBANK'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 AFREXIMBANK is operating at the current time. Most of AFREXIMBANK's value examination focuses on studying past and present price action to predict the probability of AFREXIMBANK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AFREXIMBANK's price. Additionally, you may evaluate how the addition of AFREXIMBANK to your portfolios can decrease your overall portfolio volatility.
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