Spartoo SAS (France) Performance
| ALSPT Stock | 0.42 0.02 5.00% |
The entity has a beta of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Spartoo SAS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Spartoo SAS is expected to be smaller as well. At this point, Spartoo SAS has a negative expected return of -0.51%. Please make sure to validate Spartoo SAS's total risk alpha, as well as the relationship between the kurtosis and price action indicator , to decide if Spartoo SAS performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Spartoo SAS has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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Spartoo SAS Relative Risk vs. Return Landscape
If you would invest 61.00 in Spartoo SAS on August 27, 2024 and sell it today you would lose (19.00) from holding Spartoo SAS or give up 31.15% of portfolio value over 90 days. Spartoo SAS is generating negative expected returns and assumes 3.5935% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Spartoo, 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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Spartoo SAS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spartoo SAS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Spartoo SAS, and traders can use it to determine the average amount a Spartoo SAS'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 = -0.1411
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| Negative Returns | ALSPT |
Estimated Market Risk
| 3.59 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.51 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 Spartoo SAS 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 Spartoo SAS by adding Spartoo SAS to a well-diversified portfolio.
Things to note about Spartoo SAS performance evaluation
Checking the ongoing alerts about Spartoo SAS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Spartoo SAS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Spartoo SAS generated a negative expected return over the last 90 days | |
| Spartoo SAS has some characteristics of a very speculative penny stock | |
| Spartoo SAS has high historical volatility and very poor performance |
- Analyzing Spartoo SAS'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 Spartoo SAS's stock is overvalued or undervalued compared to its peers.
- Examining Spartoo SAS'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 Spartoo SAS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Spartoo SAS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Spartoo SAS's stock. These opinions can provide insight into Spartoo SAS's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Spartoo Stock Analysis
When running Spartoo SAS's price analysis, check to measure Spartoo SAS'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 Spartoo SAS is operating at the current time. Most of Spartoo SAS's value examination focuses on studying past and present price action to predict the probability of Spartoo SAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spartoo SAS's price. Additionally, you may evaluate how the addition of Spartoo SAS to your portfolios can decrease your overall portfolio volatility.