AGMA LAHLOU (Morocco) Performance
| AGMA Stock | 6,900 0.00 0.00% |
AGMA LAHLOU has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0913, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AGMA LAHLOU are expected to decrease at a much lower rate. During the bear market, AGMA LAHLOU is likely to outperform the market. AGMA LAHLOU TAZI at this time shows a risk of 0.84%. Please confirm AGMA LAHLOU TAZI jensen alpha, skewness, and the relationship between the information ratio and maximum drawdown , to decide if AGMA LAHLOU TAZI will be following its price patterns.
Risk-Adjusted Performance
11 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in AGMA LAHLOU TAZI are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady fundamental indicators, AGMA LAHLOU may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
AGMA |
AGMA LAHLOU Relative Risk vs. Return Landscape
If you would invest 640,000 in AGMA LAHLOU TAZI on August 27, 2024 and sell it today you would earn a total of 50,000 from holding AGMA LAHLOU TAZI or generate 7.81% return on investment over 90 days. AGMA LAHLOU TAZI is generating 0.1267% of daily returns and assumes 0.8357% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than AGMA, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AGMA LAHLOU Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGMA LAHLOU's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AGMA LAHLOU TAZI, and traders can use it to determine the average amount a AGMA LAHLOU'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 = 0.1516
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Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average AGMA LAHLOU is performing at about 11% of its full potential. 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 AGMA LAHLOU by adding it to a well-diversified portfolio.
Things to note about AGMA LAHLOU TAZI performance evaluation
Checking the ongoing alerts about AGMA LAHLOU for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AGMA LAHLOU TAZI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating AGMA LAHLOU's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate AGMA LAHLOU's stock performance include:- Analyzing AGMA LAHLOU'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 AGMA LAHLOU's stock is overvalued or undervalued compared to its peers.
- Examining AGMA LAHLOU'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 AGMA LAHLOU's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AGMA LAHLOU's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AGMA LAHLOU's stock. These opinions can provide insight into AGMA LAHLOU's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AGMA Stock analysis
When running AGMA LAHLOU's price analysis, check to measure AGMA LAHLOU'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 AGMA LAHLOU is operating at the current time. Most of AGMA LAHLOU's value examination focuses on studying past and present price action to predict the probability of AGMA LAHLOU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGMA LAHLOU's price. Additionally, you may evaluate how the addition of AGMA LAHLOU to your portfolios can decrease your overall portfolio volatility.
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