Ceylon Tobacco (Sri Lanka) Performance
| CTCN0000 | LKR 1,401 16.50 1.16% |
On a scale of 0 to 100, Ceylon Tobacco holds a performance score of 16. The firm shows a Beta (market volatility) of -0.0246, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ceylon Tobacco are expected to decrease at a much lower rate. During the bear market, Ceylon Tobacco is likely to outperform the market. Please check Ceylon Tobacco's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Ceylon Tobacco's price patterns will revert.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Ceylon Tobacco are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Ceylon Tobacco sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Ceylon Tobacco Relative Risk vs. Return Landscape
If you would invest 123,600 in Ceylon Tobacco on October 24, 2024 and sell it today you would earn a total of 16,475 from holding Ceylon Tobacco or generate 13.33% return on investment over 90 days. Ceylon Tobacco is generating 0.2212% of daily returns and assumes 1.0333% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than Ceylon, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ceylon Tobacco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ceylon Tobacco's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ceylon Tobacco, and traders can use it to determine the average amount a Ceylon Tobacco'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 = 0.214
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Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Ceylon Tobacco is performing at about 16% 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 Ceylon Tobacco by adding it to a well-diversified portfolio.
About Ceylon Tobacco Performance
By analyzing Ceylon Tobacco's fundamental ratios, stakeholders can gain valuable insights into Ceylon Tobacco's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Ceylon Tobacco has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Ceylon Tobacco has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Ceylon Tobacco performance evaluation
Checking the ongoing alerts about Ceylon Tobacco for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ceylon Tobacco help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Ceylon Tobacco's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Ceylon Tobacco's stock performance include:- Analyzing Ceylon Tobacco'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 Ceylon Tobacco's stock is overvalued or undervalued compared to its peers.
- Examining Ceylon Tobacco'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 Ceylon Tobacco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ceylon Tobacco's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ceylon Tobacco's stock. These opinions can provide insight into Ceylon Tobacco's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ceylon Stock analysis
When running Ceylon Tobacco's price analysis, check to measure Ceylon Tobacco's 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 Ceylon Tobacco is operating at the current time. Most of Ceylon Tobacco's value examination focuses on studying past and present price action to predict the probability of Ceylon Tobacco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ceylon Tobacco's price. Additionally, you may evaluate how the addition of Ceylon Tobacco to your portfolios can decrease your overall portfolio volatility.
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