Engro Polymer (Pakistan) Performance
| EPCL Stock | 37.50 0.65 1.76% |
Engro Polymer has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.96, which means possible diversification benefits within a given portfolio. Engro Polymer returns are very sensitive to returns on the market. As the market goes up or down, Engro Polymer is expected to follow. Engro Polymer Chemicals right now shows a risk of 2.12%. Please confirm Engro Polymer Chemicals coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Engro Polymer Chemicals will be following its price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Engro Polymer Chemicals are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Engro Polymer is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 14.4 B | |
| Free Cash Flow | 11 B |
Engro |
Engro Polymer Relative Risk vs. Return Landscape
If you would invest 3,686 in Engro Polymer Chemicals on August 28, 2024 and sell it today you would earn a total of 64.00 from holding Engro Polymer Chemicals or generate 1.74% return on investment over 90 days. Engro Polymer Chemicals is generating 0.0488% of daily returns and assumes 2.1162% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Engro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Engro Polymer Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Engro Polymer's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Engro Polymer Chemicals, and traders can use it to determine the average amount a Engro Polymer'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 = 0.0231
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| Negative Returns | EPCL |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Engro Polymer is performing at about 1% 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 Engro Polymer by adding it to a well-diversified portfolio.
Engro Polymer Fundamentals Growth
Engro Stock prices reflect investors' perceptions of the future prospects and financial health of Engro Polymer, and Engro Polymer fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Engro Stock performance.
| Revenue | 70.02 B | |||
| EBITDA | 23.88 B | |||
| Total Debt | 17.18 B | |||
| Cash Flow From Operations | 14.57 B | |||
| Total Asset | 77.97 B | |||
About Engro Polymer Performance
By analyzing Engro Polymer's fundamental ratios, stakeholders can gain valuable insights into Engro Polymer's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Engro Polymer 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 Engro Polymer 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 Engro Polymer Chemicals performance evaluation
Checking the ongoing alerts about Engro Polymer for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Engro Polymer Chemicals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Engro Polymer's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Engro Polymer's stock performance include:- Analyzing Engro Polymer'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 Engro Polymer's stock is overvalued or undervalued compared to its peers.
- Examining Engro Polymer'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 Engro Polymer's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Engro Polymer's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Engro Polymer's stock. These opinions can provide insight into Engro Polymer's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Engro Stock analysis
When running Engro Polymer's price analysis, check to measure Engro Polymer'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 Engro Polymer is operating at the current time. Most of Engro Polymer's value examination focuses on studying past and present price action to predict the probability of Engro Polymer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engro Polymer's price. Additionally, you may evaluate how the addition of Engro Polymer to your portfolios can decrease your overall portfolio volatility.
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