Emperador (Philippines) Performance
| EMI Stock | 18.04 0.06 0.33% |
The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Emperador are expected to decrease at a much lower rate. During the bear market, Emperador is likely to outperform the market. At this point, Emperador has a negative expected return of -0.0724%. Please make sure to confirm Emperador's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Emperador 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 Emperador has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Emperador is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Emperador |
Emperador Relative Risk vs. Return Landscape
If you would invest 1,890 in Emperador on September 5, 2024 and sell it today you would lose (86.00) from holding Emperador or give up 4.55% of portfolio value over 90 days. Emperador is generating negative expected returns and assumes 0.2692% volatility on return distribution over the 90 days horizon. Simply put, 2% of stocks are less volatile than Emperador, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Emperador Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emperador's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Emperador, and traders can use it to determine the average amount a Emperador'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 = -0.2688
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| Negative Returns | EMI |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Emperador 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 Emperador by adding Emperador to a well-diversified portfolio.
Things to note about Emperador performance evaluation
Checking the ongoing alerts about Emperador for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Emperador help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Emperador generated a negative expected return over the last 90 days |
- Analyzing Emperador'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 Emperador's stock is overvalued or undervalued compared to its peers.
- Examining Emperador'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 Emperador's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Emperador's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Emperador's stock. These opinions can provide insight into Emperador's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Emperador Stock analysis
When running Emperador's price analysis, check to measure Emperador'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 Emperador is operating at the current time. Most of Emperador's value examination focuses on studying past and present price action to predict the probability of Emperador's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emperador's price. Additionally, you may evaluate how the addition of Emperador to your portfolios can decrease your overall portfolio volatility.
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