CFG BANK (Morocco) Performance
| CFG-BANK | 209.00 0.50 0.24% |
On a scale of 0 to 100, CFG BANK holds a performance score of 13. The firm shows a Beta (market volatility) of -0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CFG BANK are expected to decrease at a much lower rate. During the bear market, CFG BANK is likely to outperform the market. Please check CFG BANK's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether CFG BANK's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in CFG BANK are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very weak fundamental drivers, CFG BANK displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
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CFG BANK Relative Risk vs. Return Landscape
If you would invest 17,800 in CFG BANK on August 30, 2024 and sell it today you would earn a total of 3,100 from holding CFG BANK or generate 17.42% return on investment over 90 days. CFG BANK is generating 0.2766% of daily returns and assumes 1.6345% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than CFG, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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CFG BANK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CFG BANK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CFG BANK, and traders can use it to determine the average amount a CFG BANK'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 = 0.1692
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Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average CFG BANK is performing at about 13% 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 CFG BANK by adding it to a well-diversified portfolio.
Things to note about CFG BANK performance evaluation
Checking the ongoing alerts about CFG BANK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CFG BANK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating CFG BANK's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate CFG BANK's stock performance include:- Analyzing CFG BANK'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 CFG BANK's stock is overvalued or undervalued compared to its peers.
- Examining CFG BANK'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 CFG BANK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CFG BANK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CFG BANK's stock. These opinions can provide insight into CFG BANK's potential for growth and whether the stock is currently undervalued or overvalued.