Data Agro (Pakistan) Performance
| DAAG Stock | 74.22 4.78 6.05% |
The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Data Agro are expected to decrease at a much lower rate. During the bear market, Data Agro is likely to outperform the market. At this point, Data Agro has a negative expected return of -0.72%. Please make sure to confirm Data Agro's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Data Agro 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 Data Agro has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
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Data Agro Relative Risk vs. Return Landscape
If you would invest 12,211 in Data Agro on August 29, 2024 and sell it today you would lose (4,789) from holding Data Agro or give up 39.22% of portfolio value over 90 days. Data Agro is generating negative expected returns and assumes 3.732% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Data, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Data Agro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Data Agro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Data Agro, and traders can use it to determine the average amount a Data Agro'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 = -0.1928
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| Negative Returns | DAAG |
Estimated Market Risk
| 3.73 actual daily | 33 67% of assets are more volatile |
Expected Return
| -0.72 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Data Agro 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 Data Agro by adding Data Agro to a well-diversified portfolio.
About Data Agro Performance
By analyzing Data Agro's fundamental ratios, stakeholders can gain valuable insights into Data Agro's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Data Agro 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 Data Agro 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 Data Agro performance evaluation
Checking the ongoing alerts about Data Agro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Data Agro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Data Agro generated a negative expected return over the last 90 days | |
| Data Agro has high historical volatility and very poor performance |
- Analyzing Data Agro'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 Data Agro's stock is overvalued or undervalued compared to its peers.
- Examining Data Agro'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 Data Agro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Data Agro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Data Agro's stock. These opinions can provide insight into Data Agro's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Data Stock analysis
When running Data Agro's price analysis, check to measure Data Agro'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 Data Agro is operating at the current time. Most of Data Agro's value examination focuses on studying past and present price action to predict the probability of Data Agro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Data Agro's price. Additionally, you may evaluate how the addition of Data Agro to your portfolios can decrease your overall portfolio volatility.
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