HYDROTOR (Poland) Performance
| HDR Stock | 20.90 0.10 0.48% |
The company retains a Market Volatility (i.e., Beta) of 0.0723, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HYDROTOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding HYDROTOR is expected to be smaller as well. At this point, HYDROTOR SA has a negative expected return of -0.33%. Please make sure to check out HYDROTOR's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if HYDROTOR SA performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days HYDROTOR 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 December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
HYDROTOR |
HYDROTOR Relative Risk vs. Return Landscape
If you would invest 2,610 in HYDROTOR SA on August 30, 2024 and sell it today you would lose (520.00) from holding HYDROTOR SA or give up 19.92% of portfolio value over 90 days. HYDROTOR SA is generating negative expected returns and assumes 2.321% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than HYDROTOR, 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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HYDROTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HYDROTOR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as HYDROTOR SA, and traders can use it to determine the average amount a HYDROTOR'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 = -0.1426
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Estimated Market Risk
| 2.32 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HYDROTOR 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 HYDROTOR by adding HYDROTOR to a well-diversified portfolio.
Things to note about HYDROTOR SA performance evaluation
Checking the ongoing alerts about HYDROTOR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for HYDROTOR SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HYDROTOR SA generated a negative expected return over the last 90 days |
- Analyzing HYDROTOR'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 HYDROTOR's stock is overvalued or undervalued compared to its peers.
- Examining HYDROTOR'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 HYDROTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HYDROTOR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of HYDROTOR's stock. These opinions can provide insight into HYDROTOR's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for HYDROTOR Stock Analysis
When running HYDROTOR's price analysis, check to measure HYDROTOR'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 HYDROTOR is operating at the current time. Most of HYDROTOR's value examination focuses on studying past and present price action to predict the probability of HYDROTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HYDROTOR's price. Additionally, you may evaluate how the addition of HYDROTOR to your portfolios can decrease your overall portfolio volatility.