Exemplar REITail (South Africa) Performance
| EXP Stock | 1,100 50.00 4.35% |
Exemplar REITail holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -125.32, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Exemplar REITail are expected to decrease by larger amounts. On the other hand, during market turmoil, Exemplar REITail is expected to outperform it. Use Exemplar REITail standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to analyze future returns on Exemplar REITail.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Exemplar REITail are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Exemplar REITail exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Exemplar |
Exemplar REITail Relative Risk vs. Return Landscape
If you would invest 107,975 in Exemplar REITail on August 28, 2024 and sell it today you would earn a total of 2,025 from holding Exemplar REITail or generate 1.88% return on investment over 90 days. Exemplar REITail is generating 42.2681% of daily returns and assumes 215.1088% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Exemplar on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Exemplar REITail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exemplar REITail's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Exemplar REITail, and traders can use it to determine the average amount a Exemplar REITail'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 = 0.1965
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Estimated Market Risk
| 215.11 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Exemplar REITail is performing at about 15% 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 Exemplar REITail by adding it to a well-diversified portfolio.
Things to note about Exemplar REITail performance evaluation
Checking the ongoing alerts about Exemplar REITail for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Exemplar REITail help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Exemplar REITail is way too risky over 90 days horizon | |
| Exemplar REITail appears to be risky and price may revert if volatility continues |
- Analyzing Exemplar REITail'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 Exemplar REITail's stock is overvalued or undervalued compared to its peers.
- Examining Exemplar REITail'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 Exemplar REITail's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Exemplar REITail's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Exemplar REITail's stock. These opinions can provide insight into Exemplar REITail's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Exemplar Stock analysis
When running Exemplar REITail's price analysis, check to measure Exemplar REITail'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 Exemplar REITail is operating at the current time. Most of Exemplar REITail's value examination focuses on studying past and present price action to predict the probability of Exemplar REITail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exemplar REITail's price. Additionally, you may evaluate how the addition of Exemplar REITail to your portfolios can decrease your overall portfolio volatility.
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