Exacompta Clairefontaine (France) Performance
| ALEXA Stock | 152.00 1.00 0.65% |
Exacompta Clairefontaine has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Exacompta Clairefontaine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exacompta Clairefontaine is expected to be smaller as well. Exacompta Clairefontaine right now shows a risk of 1.67%. Please confirm Exacompta Clairefontaine sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Exacompta Clairefontaine will be following its price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Exacompta Clairefontaine are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, Exacompta Clairefontaine is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
Exacompta |
Exacompta Clairefontaine Relative Risk vs. Return Landscape
If you would invest 14,400 in Exacompta Clairefontaine on September 1, 2024 and sell it today you would earn a total of 800.00 from holding Exacompta Clairefontaine or generate 5.56% return on investment over 90 days. Exacompta Clairefontaine is generating 0.0968% of daily returns and assumes 1.6685% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Exacompta, 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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Exacompta Clairefontaine Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exacompta Clairefontaine's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Exacompta Clairefontaine, and traders can use it to determine the average amount a Exacompta Clairefontaine'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 = 0.058
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| Cash | Small Risk | ALEXA | High Risk | Huge Risk |
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Estimated Market Risk
| 1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Exacompta Clairefontaine is performing at about 4% 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 Exacompta Clairefontaine by adding it to a well-diversified portfolio.
Things to note about Exacompta Clairefontaine performance evaluation
Checking the ongoing alerts about Exacompta Clairefontaine for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Exacompta Clairefontaine help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Exacompta Clairefontaine's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Exacompta Clairefontaine's stock performance include:- Analyzing Exacompta Clairefontaine'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 Exacompta Clairefontaine's stock is overvalued or undervalued compared to its peers.
- Examining Exacompta Clairefontaine'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 Exacompta Clairefontaine's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Exacompta Clairefontaine's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Exacompta Clairefontaine's stock. These opinions can provide insight into Exacompta Clairefontaine's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Exacompta Stock Analysis
When running Exacompta Clairefontaine's price analysis, check to measure Exacompta Clairefontaine'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 Exacompta Clairefontaine is operating at the current time. Most of Exacompta Clairefontaine's value examination focuses on studying past and present price action to predict the probability of Exacompta Clairefontaine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exacompta Clairefontaine's price. Additionally, you may evaluate how the addition of Exacompta Clairefontaine to your portfolios can decrease your overall portfolio volatility.