Compa Sibiu (Romania) Performance
| CMP Stock | 0.52 0.02 3.70% |
The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Compa Sibiu are expected to decrease at a much lower rate. During the bear market, Compa Sibiu is likely to outperform the market. At this point, Compa Sibiu has a negative expected return of -0.18%. Please make sure to confirm Compa Sibiu's jensen alpha and the relationship between the potential upside and day typical price , to decide if Compa Sibiu 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 Compa Sibiu has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
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Compa Sibiu Relative Risk vs. Return Landscape
If you would invest 59.00 in Compa Sibiu on August 28, 2024 and sell it today you would lose (7.00) from holding Compa Sibiu or give up 11.86% of portfolio value over 90 days. Compa Sibiu is producing return of less than zero assuming 1.7647% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than Compa Sibiu, 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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Compa Sibiu Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compa Sibiu's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Compa Sibiu, and traders can use it to determine the average amount a Compa Sibiu'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 = -0.1031
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| Negative Returns | CMP |
Estimated Market Risk
| 1.76 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Compa Sibiu 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 Compa Sibiu by adding Compa Sibiu to a well-diversified portfolio.
About Compa Sibiu Performance
By examining Compa Sibiu's fundamental ratios, stakeholders can obtain critical insights into Compa Sibiu's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Compa Sibiu is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Compa Sibiu performance evaluation
Checking the ongoing alerts about Compa Sibiu for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Compa Sibiu help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Compa Sibiu generated a negative expected return over the last 90 days | |
| Compa Sibiu has some characteristics of a very speculative penny stock |
- Analyzing Compa Sibiu'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 Compa Sibiu's stock is overvalued or undervalued compared to its peers.
- Examining Compa Sibiu'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 Compa Sibiu's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Compa Sibiu's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Compa Sibiu's stock. These opinions can provide insight into Compa Sibiu's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Compa Stock
Compa Sibiu financial ratios help investors to determine whether Compa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Compa with respect to the benefits of owning Compa Sibiu security.