Arcario AB (Sweden) Performance
| ARCA Stock | 0.02 0 4.57% |
The firm shows a Beta (market volatility) of -0.99, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Arcario AB are expected to decrease slowly. On the other hand, during market turmoil, Arcario AB is expected to outperform it slightly. At this point, Arcario AB has a negative expected return of -0.0592%. Please make sure to confirm Arcario AB's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Arcario AB 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 Arcario AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Arcario AB is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Arcario |
Arcario AB Relative Risk vs. Return Landscape
If you would invest 2.29 in Arcario AB on August 28, 2024 and sell it today you would lose (0.20) from holding Arcario AB or give up 8.73% of portfolio value over 90 days. Arcario AB is generating negative expected returns and assumes 4.1097% volatility on return distribution over the 90 days horizon. Simply put, 36% of stocks are less volatile than Arcario, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arcario AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcario AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arcario AB, and traders can use it to determine the average amount a Arcario AB'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 = -0.0144
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| Negative Returns | ARCA |
Estimated Market Risk
| 4.11 actual daily | 36 64% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arcario AB 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 Arcario AB by adding Arcario AB to a well-diversified portfolio.
Things to note about Arcario AB performance evaluation
Checking the ongoing alerts about Arcario AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arcario AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arcario AB generated a negative expected return over the last 90 days | |
| Arcario AB has some characteristics of a very speculative penny stock | |
| Arcario AB has high historical volatility and very poor performance |
- Analyzing Arcario AB'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 Arcario AB's stock is overvalued or undervalued compared to its peers.
- Examining Arcario AB'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 Arcario AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arcario AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arcario AB's stock. These opinions can provide insight into Arcario AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Arcario Stock Analysis
When running Arcario AB's price analysis, check to measure Arcario AB'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 Arcario AB is operating at the current time. Most of Arcario AB's value examination focuses on studying past and present price action to predict the probability of Arcario AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcario AB's price. Additionally, you may evaluate how the addition of Arcario AB to your portfolios can decrease your overall portfolio volatility.