ARADEI CAPITAL (Morocco) Performance
| ARADEI-CAPITAL | 480.00 2.00 0.42% |
The firm owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ARADEI CAPITAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARADEI CAPITAL is expected to be smaller as well. At this point, ARADEI CAPITAL has a negative expected return of -0.0491%. Please make sure to confirm ARADEI CAPITAL's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if ARADEI CAPITAL performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ARADEI CAPITAL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong forward indicators, ARADEI CAPITAL is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ARADEI |
ARADEI CAPITAL Relative Risk vs. Return Landscape
If you would invest 49,600 in ARADEI CAPITAL on November 2, 2024 and sell it today you would lose (1,600) from holding ARADEI CAPITAL or give up 3.23% of portfolio value over 90 days. ARADEI CAPITAL is generating negative expected returns and assumes 0.9702% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than ARADEI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ARADEI CAPITAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARADEI CAPITAL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ARADEI CAPITAL, and traders can use it to determine the average amount a ARADEI CAPITAL'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 = -0.0506
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| Negative Returns | ARADEI-CAPITAL |
Estimated Market Risk
| 0.97 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ARADEI CAPITAL 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 ARADEI CAPITAL by adding ARADEI CAPITAL to a well-diversified portfolio.
Things to note about ARADEI CAPITAL performance evaluation
Checking the ongoing alerts about ARADEI CAPITAL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ARADEI CAPITAL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ARADEI CAPITAL generated a negative expected return over the last 90 days |
- Analyzing ARADEI CAPITAL'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 ARADEI CAPITAL's stock is overvalued or undervalued compared to its peers.
- Examining ARADEI CAPITAL'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 ARADEI CAPITAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ARADEI CAPITAL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ARADEI CAPITAL's stock. These opinions can provide insight into ARADEI CAPITAL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ARADEI Stock analysis
When running ARADEI CAPITAL's price analysis, check to measure ARADEI CAPITAL'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 ARADEI CAPITAL is operating at the current time. Most of ARADEI CAPITAL's value examination focuses on studying past and present price action to predict the probability of ARADEI CAPITAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARADEI CAPITAL's price. Additionally, you may evaluate how the addition of ARADEI CAPITAL to your portfolios can decrease your overall portfolio volatility.
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