Aurora Design (Thailand) Performance
| AURA Stock | 14.60 0.10 0.69% |
Aurora Design holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aurora Design's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aurora Design is expected to be smaller as well. Use Aurora Design total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to analyze future returns on Aurora Design.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Aurora Design PCL are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite quite weak forward-looking signals, Aurora Design disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Aurora |
Aurora Design Relative Risk vs. Return Landscape
If you would invest 0.00 in Aurora Design PCL on September 3, 2024 and sell it today you would earn a total of 1,460 from holding Aurora Design PCL or generate 9.223372036854776E16% return on investment over 90 days. Aurora Design PCL is generating 15.9221% of daily returns and assumes 126.0039% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Aurora on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Aurora Design Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurora Design's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Aurora Design PCL, and traders can use it to determine the average amount a Aurora Design'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 = 0.1264
| Best Portfolio | Best Equity | AURA | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 126.0 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Aurora Design is performing at about 9% of its full potential. 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 Aurora Design by adding it to a well-diversified portfolio.
Things to note about Aurora Design PCL performance evaluation
Checking the ongoing alerts about Aurora Design for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Aurora Design PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Aurora Design PCL is way too risky over 90 days horizon | |
| Aurora Design PCL appears to be risky and price may revert if volatility continues |
- Analyzing Aurora Design'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 Aurora Design's stock is overvalued or undervalued compared to its peers.
- Examining Aurora Design'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 Aurora Design's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aurora Design's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Aurora Design's stock. These opinions can provide insight into Aurora Design's potential for growth and whether the stock is currently undervalued or overvalued.