Pak Agro (Pakistan) Performance
| GEMPAPL Stock | 8.00 0.25 3.03% |
Pak Agro has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 2.05, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pak Agro will likely underperform. Pak Agro Pack right now holds a risk of 6.5%. Please check Pak Agro Pack jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Pak Agro Pack will be following its historical price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Pak Agro Pack are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, Pak Agro is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
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Pak Agro Relative Risk vs. Return Landscape
If you would invest 825.00 in Pak Agro Pack on September 3, 2024 and sell it today you would lose (25.00) from holding Pak Agro Pack or give up 3.03% of portfolio value over 90 days. Pak Agro Pack is generating 0.0951% of daily returns and assumes 6.4968% volatility on return distribution over the 90 days horizon. Simply put, 57% of stocks are less volatile than Pak, 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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Pak Agro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pak Agro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pak Agro Pack, and traders can use it to determine the average amount a Pak Agro'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 = 0.0146
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| Cash | Small Risk | Average Risk | GEMPAPL | Huge Risk |
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Estimated Market Risk
| 6.5 actual daily | 57 57% of assets are less volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average Pak Agro 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 Pak Agro by adding it to a well-diversified portfolio.
Things to note about Pak Agro Pack performance evaluation
Checking the ongoing alerts about Pak Agro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pak Agro Pack help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pak Agro Pack had very high historical volatility over the last 90 days |
- Analyzing Pak Agro'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 Pak Agro's stock is overvalued or undervalued compared to its peers.
- Examining Pak Agro'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 Pak Agro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pak Agro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pak Agro's stock. These opinions can provide insight into Pak Agro's potential for growth and whether the stock is currently undervalued or overvalued.