Amreli Steels (Pakistan) Performance
| ASTL Stock | 21.08 0.95 4.31% |
The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amreli Steels' returns are expected to increase less than the market. However, during the bear market, the loss of holding Amreli Steels is expected to be smaller as well. At this point, Amreli Steels has a negative expected return of -0.11%. Please make sure to confirm Amreli Steels' total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Amreli Steels performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Amreli Steels has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Begin Period Cash Flow | -1.8 B | |
| Free Cash Flow | -4.4 B |
Amreli |
Amreli Steels Relative Risk vs. Return Landscape
If you would invest 2,337 in Amreli Steels on August 24, 2024 and sell it today you would lose (229.00) from holding Amreli Steels or give up 9.8% of portfolio value over 90 days. Amreli Steels is generating negative expected returns and assumes 3.174% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Amreli, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Amreli Steels Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amreli Steels' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amreli Steels, and traders can use it to determine the average amount a Amreli Steels' 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 = -0.0349
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| Negative Returns | ASTL |
Estimated Market Risk
| 3.17 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amreli Steels 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 Amreli Steels by adding Amreli Steels to a well-diversified portfolio.
Amreli Steels Fundamentals Growth
Amreli Stock prices reflect investors' perceptions of the future prospects and financial health of Amreli Steels, and Amreli Steels 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 Amreli Stock performance.
| Revenue | 58.18 B | |||
| EBITDA | 4.72 B | |||
| Total Debt | 5.16 B | |||
| Cash Flow From Operations | (2.2 B) | |||
| Total Asset | 43.55 B | |||
About Amreli Steels Performance
By analyzing Amreli Steels' fundamental ratios, stakeholders can gain valuable insights into Amreli Steels' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Amreli Steels has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Amreli Steels has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Amreli Steels performance evaluation
Checking the ongoing alerts about Amreli Steels for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amreli Steels help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Amreli Steels generated a negative expected return over the last 90 days | |
| Amreli Steels has high historical volatility and very poor performance | |
| Amreli Steels generates negative cash flow from operations |
- Analyzing Amreli Steels' 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 Amreli Steels' stock is overvalued or undervalued compared to its peers.
- Examining Amreli Steels' 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 Amreli Steels' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amreli Steels' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amreli Steels' stock. These opinions can provide insight into Amreli Steels' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Amreli Stock analysis
When running Amreli Steels' price analysis, check to measure Amreli Steels' 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 Amreli Steels is operating at the current time. Most of Amreli Steels' value examination focuses on studying past and present price action to predict the probability of Amreli Steels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amreli Steels' price. Additionally, you may evaluate how the addition of Amreli Steels to your portfolios can decrease your overall portfolio volatility.
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