Arrayan Acciones (Chile) Performance
| CFIARRAA-E | 40,634 106.69 0.26% |
The firm shows a Beta (market volatility) of 0.0078, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arrayan Acciones' returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrayan Acciones is expected to be smaller as well. Arrayan Acciones Chilenas right now shows a risk of 1.01%. Please confirm Arrayan Acciones Chilenas downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Arrayan Acciones Chilenas will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Arrayan Acciones Chilenas has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Arrayan Acciones is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Arrayan |
Arrayan Acciones Relative Risk vs. Return Landscape
If you would invest 4,053,923 in Arrayan Acciones Chilenas on August 26, 2024 and sell it today you would earn a total of 9,459 from holding Arrayan Acciones Chilenas or generate 0.23% return on investment over 90 days. Arrayan Acciones Chilenas is generating 0.0122% of daily returns and assumes 1.0082% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Arrayan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arrayan Acciones Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrayan Acciones' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arrayan Acciones Chilenas, and traders can use it to determine the average amount a Arrayan Acciones' 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 = 0.0121
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| Negative Returns | CFIARRAA-E |
Estimated Market Risk
| 1.01 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.01 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 Arrayan Acciones 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 Arrayan Acciones by adding Arrayan Acciones to a well-diversified portfolio.
Things to note about Arrayan Acciones Chilenas performance evaluation
Checking the ongoing alerts about Arrayan Acciones for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arrayan Acciones Chilenas help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Arrayan Acciones' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Arrayan Acciones' stock performance include:- Analyzing Arrayan Acciones' 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 Arrayan Acciones' stock is overvalued or undervalued compared to its peers.
- Examining Arrayan Acciones' 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 Arrayan Acciones' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arrayan Acciones' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arrayan Acciones' stock. These opinions can provide insight into Arrayan Acciones' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arrayan Stock analysis
When running Arrayan Acciones' price analysis, check to measure Arrayan Acciones' 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 Arrayan Acciones is operating at the current time. Most of Arrayan Acciones' value examination focuses on studying past and present price action to predict the probability of Arrayan Acciones' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arrayan Acciones' price. Additionally, you may evaluate how the addition of Arrayan Acciones to your portfolios can decrease your overall portfolio volatility.
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