Genomtec (Poland) Performance
| GMT Stock | 7.44 0.30 4.20% |
The company retains a Market Volatility (i.e., Beta) of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Genomtec are expected to decrease at a much lower rate. During the bear market, Genomtec is likely to outperform the market. At this point, Genomtec SA has a negative expected return of -0.23%. Please make sure to check out Genomtec's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if Genomtec SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Genomtec SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in January 2025. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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Genomtec Relative Risk vs. Return Landscape
If you would invest 890.00 in Genomtec SA on September 2, 2024 and sell it today you would lose (146.00) from holding Genomtec SA or give up 16.4% of portfolio value over 90 days. Genomtec SA is generating negative expected returns and assumes 3.2135% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than Genomtec, 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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Genomtec Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genomtec's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Genomtec SA, and traders can use it to determine the average amount a Genomtec'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 = -0.0716
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| Negative Returns | GMT |
Estimated Market Risk
| 3.21 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Genomtec 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 Genomtec by adding Genomtec to a well-diversified portfolio.
Things to note about Genomtec SA performance evaluation
Checking the ongoing alerts about Genomtec for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Genomtec SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Genomtec SA generated a negative expected return over the last 90 days | |
| Genomtec SA has high historical volatility and very poor performance |
- Analyzing Genomtec'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 Genomtec's stock is overvalued or undervalued compared to its peers.
- Examining Genomtec'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 Genomtec's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Genomtec's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Genomtec's stock. These opinions can provide insight into Genomtec's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Genomtec Stock Analysis
When running Genomtec's price analysis, check to measure Genomtec'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 Genomtec is operating at the current time. Most of Genomtec's value examination focuses on studying past and present price action to predict the probability of Genomtec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Genomtec's price. Additionally, you may evaluate how the addition of Genomtec to your portfolios can decrease your overall portfolio volatility.