BBVA Sociedad (Peru) Performance
| FIBPRIME | 4.90 0.04 0.81% |
The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BBVA Sociedad are expected to decrease at a much lower rate. During the bear market, BBVA Sociedad is likely to outperform the market. At this point, BBVA Sociedad Tituli has a negative expected return of -0.2%. Please make sure to confirm BBVA Sociedad's total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if BBVA Sociedad Tituli performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days BBVA Sociedad Titulizadora has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest inconsistent performance, the Stock's forward indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
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BBVA Sociedad Relative Risk vs. Return Landscape
If you would invest 540.00 in BBVA Sociedad Titulizadora on August 30, 2024 and sell it today you would lose (50.00) from holding BBVA Sociedad Titulizadora or give up 9.26% of portfolio value over 90 days. BBVA Sociedad Titulizadora is generating negative expected returns and assumes 1.0287% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than BBVA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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BBVA Sociedad Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBVA Sociedad's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BBVA Sociedad Titulizadora, and traders can use it to determine the average amount a BBVA Sociedad'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 = -0.1914
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| Negative Returns | FIBPRIME |
Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BBVA Sociedad 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 BBVA Sociedad by adding BBVA Sociedad to a well-diversified portfolio.
Things to note about BBVA Sociedad Tituli performance evaluation
Checking the ongoing alerts about BBVA Sociedad for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BBVA Sociedad Tituli help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BBVA Sociedad Tituli generated a negative expected return over the last 90 days |
- Analyzing BBVA Sociedad'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 BBVA Sociedad's stock is overvalued or undervalued compared to its peers.
- Examining BBVA Sociedad'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 BBVA Sociedad's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BBVA Sociedad's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BBVA Sociedad's stock. These opinions can provide insight into BBVA Sociedad's potential for growth and whether the stock is currently undervalued or overvalued.