Saturna Al (UK) Performance
| AMAL Etf | 9.25 0.13 1.39% |
The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saturna Al's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saturna Al is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Saturna Al Kawthar Global has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Saturna Al is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | 0.57 |
Saturna |
Saturna Al Relative Risk vs. Return Landscape
If you would invest 926.00 in Saturna Al Kawthar Global on November 28, 2024 and sell it today you would lose (1.00) from holding Saturna Al Kawthar Global or give up 0.11% of portfolio value over 90 days. Saturna Al Kawthar Global is generating 0.0027% of daily returns and assumes 0.9443% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Saturna, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Saturna Al Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saturna Al's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Saturna Al Kawthar Global, and traders can use it to determine the average amount a Saturna Al'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 = 0.0028
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| Negative Returns | AMAL |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Saturna Al 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 Saturna Al by adding Saturna Al to a well-diversified portfolio.
Saturna Al Fundamentals Growth
Saturna Etf prices reflect investors' perceptions of the future prospects and financial health of Saturna Al, and Saturna Al fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Saturna Etf performance.
About Saturna Al Performance
Assessing Saturna Al's fundamental ratios provides investors with valuable insights into Saturna Al's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Saturna Al is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.