FARM 51 (Germany) Performance
| F51 Stock | EUR 2.83 0.00 0.00% |
The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, FARM 51's returns are expected to increase less than the market. However, during the bear market, the loss of holding FARM 51 is expected to be smaller as well. At this point, FARM 51 GROUP has a negative expected return of -0.18%. Please make sure to confirm FARM 51's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if FARM 51 GROUP performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days FARM 51 GROUP has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
FARM |
FARM 51 Relative Risk vs. Return Landscape
If you would invest 321.00 in FARM 51 GROUP on September 28, 2024 and sell it today you would lose (38.00) from holding FARM 51 GROUP or give up 11.84% of portfolio value over 90 days. FARM 51 GROUP is currently producing negative expected returns and takes up 2.2644% volatility of returns over 90 trading days. Put another way, 20% of traded stocks are less volatile than FARM, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
FARM 51 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FARM 51's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FARM 51 GROUP, and traders can use it to determine the average amount a FARM 51'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 = -0.0785
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| Negative Returns | F51 |
Estimated Market Risk
| 2.26 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FARM 51 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 FARM 51 by adding FARM 51 to a well-diversified portfolio.
About FARM 51 Performance
By analyzing FARM 51's fundamental ratios, stakeholders can gain valuable insights into FARM 51's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FARM 51 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 FARM 51 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 FARM 51 GROUP performance evaluation
Checking the ongoing alerts about FARM 51 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FARM 51 GROUP help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FARM 51 GROUP generated a negative expected return over the last 90 days |
- Analyzing FARM 51'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 FARM 51's stock is overvalued or undervalued compared to its peers.
- Examining FARM 51'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 FARM 51's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FARM 51's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FARM 51's stock. These opinions can provide insight into FARM 51's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for FARM Stock analysis
When running FARM 51's price analysis, check to measure FARM 51'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 FARM 51 is operating at the current time. Most of FARM 51's value examination focuses on studying past and present price action to predict the probability of FARM 51's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FARM 51's price. Additionally, you may evaluate how the addition of FARM 51 to your portfolios can decrease your overall portfolio volatility.
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