Crescent Fibres (Pakistan) Performance
| CFL Stock | 43.97 0.03 0.07% |
The firm shows a Beta (market volatility) of -0.0051, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Crescent Fibres are expected to decrease at a much lower rate. During the bear market, Crescent Fibres is likely to outperform the market. At this point, Crescent Fibres has a negative expected return of -1.09%. Please make sure to confirm Crescent Fibres' treynor ratio, skewness, and the relationship between the jensen alpha and value at risk , to decide if Crescent Fibres 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 Crescent Fibres Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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Crescent Fibres Relative Risk vs. Return Landscape
If you would invest 5,882 in Crescent Fibres Limited on August 27, 2024 and sell it today you would lose (1,485) from holding Crescent Fibres Limited or give up 25.25% of portfolio value over 90 days. Crescent Fibres Limited is generating negative expected returns and assumes 4.917% volatility on return distribution over the 90 days horizon. Simply put, 43% of stocks are less volatile than Crescent, and 99% 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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Crescent Fibres Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crescent Fibres' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Crescent Fibres Limited, and traders can use it to determine the average amount a Crescent Fibres' 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 = -0.2212
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CFL |
Estimated Market Risk
| 4.92 actual daily | 43 57% of assets are more volatile |
Expected Return
| -1.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Crescent Fibres 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 Crescent Fibres by adding Crescent Fibres to a well-diversified portfolio.
Things to note about Crescent Fibres performance evaluation
Checking the ongoing alerts about Crescent Fibres for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Crescent Fibres help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Crescent Fibres is not yet fully synchronised with the market data | |
| Crescent Fibres generated a negative expected return over the last 90 days | |
| Crescent Fibres has high historical volatility and very poor performance |
- Analyzing Crescent Fibres' 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 Crescent Fibres' stock is overvalued or undervalued compared to its peers.
- Examining Crescent Fibres' 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 Crescent Fibres' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Crescent Fibres' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Crescent Fibres' stock. These opinions can provide insight into Crescent Fibres' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Crescent Stock Analysis
When running Crescent Fibres' price analysis, check to measure Crescent Fibres' 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 Crescent Fibres is operating at the current time. Most of Crescent Fibres' value examination focuses on studying past and present price action to predict the probability of Crescent Fibres' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Crescent Fibres' price. Additionally, you may evaluate how the addition of Crescent Fibres to your portfolios can decrease your overall portfolio volatility.