CTM (Morocco) Performance
| CTM Stock | 1,151 5.00 0.43% |
On a scale of 0 to 100, CTM holds a performance score of 17. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CTM are expected to decrease at a much lower rate. During the bear market, CTM is likely to outperform the market. Please check CTM's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether CTM's price patterns will revert.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in CTM are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady primary indicators, CTM exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
CTM |
CTM Relative Risk vs. Return Landscape
If you would invest 66,990 in CTM on October 21, 2024 and sell it today you would earn a total of 49,510 from holding CTM or generate 73.91% return on investment over 90 days. CTM is generating 0.989% of daily returns assuming 4.3884% volatility of returns over the 90 days investment horizon. Simply put, 39% of all stocks have less volatile historical return distribution than CTM, and 81% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CTM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTM's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CTM, and traders can use it to determine the average amount a CTM'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 = 0.2254
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | CTM | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.39 actual daily | 39 61% of assets are more volatile |
Expected Return
| 0.99 actual daily | 19 81% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average CTM is performing at about 17% 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 CTM by adding it to a well-diversified portfolio.
Things to note about CTM performance evaluation
Checking the ongoing alerts about CTM for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CTM help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CTM appears to be risky and price may revert if volatility continues |
- Analyzing CTM'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 CTM's stock is overvalued or undervalued compared to its peers.
- Examining CTM'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 CTM's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CTM's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CTM's stock. These opinions can provide insight into CTM's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CTM Stock analysis
When running CTM's price analysis, check to measure CTM'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 CTM is operating at the current time. Most of CTM's value examination focuses on studying past and present price action to predict the probability of CTM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CTM's price. Additionally, you may evaluate how the addition of CTM to your portfolios can decrease your overall portfolio volatility.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |