EAST AFRICAN (Tanzania) Performance
| EABL Stock | 3,420 100.00 2.84% |
The firm shows a Beta (market volatility) of -0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning EAST AFRICAN are expected to decrease at a much lower rate. During the bear market, EAST AFRICAN is likely to outperform the market. At this point, EAST AFRICAN BREWERIES has a negative expected return of -0.14%. Please make sure to confirm EAST AFRICAN's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if EAST AFRICAN BREWERIES performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days EAST AFRICAN BREWERIES has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
EAST |
EAST AFRICAN Relative Risk vs. Return Landscape
If you would invest 379,000 in EAST AFRICAN BREWERIES on October 24, 2024 and sell it today you would lose (37,000) from holding EAST AFRICAN BREWERIES or give up 9.76% of portfolio value over 90 days. EAST AFRICAN BREWERIES is generating negative expected returns and assumes 2.5601% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than EAST, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EAST AFRICAN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EAST AFRICAN's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EAST AFRICAN BREWERIES, and traders can use it to determine the average amount a EAST AFRICAN'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 = -0.0543
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EABL |
Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EAST AFRICAN 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 EAST AFRICAN by adding EAST AFRICAN to a well-diversified portfolio.
Things to note about EAST AFRICAN BREWERIES performance evaluation
Checking the ongoing alerts about EAST AFRICAN for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EAST AFRICAN BREWERIES help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EAST AFRICAN generated a negative expected return over the last 90 days |
- Analyzing EAST AFRICAN'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 EAST AFRICAN's stock is overvalued or undervalued compared to its peers.
- Examining EAST AFRICAN'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 EAST AFRICAN's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EAST AFRICAN's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EAST AFRICAN's stock. These opinions can provide insight into EAST AFRICAN's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for EAST Stock Analysis
When running EAST AFRICAN's price analysis, check to measure EAST AFRICAN'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 EAST AFRICAN is operating at the current time. Most of EAST AFRICAN's value examination focuses on studying past and present price action to predict the probability of EAST AFRICAN's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EAST AFRICAN's price. Additionally, you may evaluate how the addition of EAST AFRICAN to your portfolios can decrease your overall portfolio volatility.