EAST AFRICAN (Tanzania) Performance
| EABL Stock | 3,330 100.00 2.92% |
On a scale of 0 to 100, EAST AFRICAN holds a performance score of 3. The firm shows a Beta (market volatility) of 1.13, which means a somewhat significant risk relative to the market. EAST AFRICAN returns are very sensitive to returns on the market. As the market goes up or down, EAST AFRICAN is expected to follow. Please check EAST AFRICAN's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether EAST AFRICAN's price patterns will revert.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in EAST AFRICAN BREWERIES are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, EAST AFRICAN may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
EAST |
EAST AFRICAN Relative Risk vs. Return Landscape
If you would invest 318,000 in EAST AFRICAN BREWERIES on September 5, 2024 and sell it today you would earn a total of 15,000 from holding EAST AFRICAN BREWERIES or generate 4.72% return on investment over 90 days. EAST AFRICAN BREWERIES is generating 0.1953% of daily returns and assumes 5.0705% volatility on return distribution over the 90 days horizon. Simply put, 45% of stocks are less volatile than EAST, and 97% 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 = 0.0385
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Estimated Market Risk
| 5.07 actual daily | 45 55% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average EAST AFRICAN is performing at about 3% 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 EAST AFRICAN by adding it 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 had very high historical volatility 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.