IGI Life (Pakistan) Performance
| IGIL Stock | 13.94 0.24 1.69% |
IGI Life has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning IGI Life are expected to decrease at a much lower rate. During the bear market, IGI Life is likely to outperform the market. IGI Life Insurance now retains a risk of 3.07%. Please check out IGI Life coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if IGI Life will be following its current trending patterns.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in IGI Life Insurance are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, IGI Life is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
IGI |
IGI Life Relative Risk vs. Return Landscape
If you would invest 1,395 in IGI Life Insurance on October 25, 2024 and sell it today you would lose (1.00) from holding IGI Life Insurance or give up 0.07% of portfolio value over 90 days. IGI Life Insurance is generating 0.0452% of daily returns and assumes 3.068% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than IGI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IGI Life Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IGI Life's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as IGI Life Insurance, and traders can use it to determine the average amount a IGI Life'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 = 0.0147
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| Negative Returns | IGIL |
Estimated Market Risk
| 3.07 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average IGI Life 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 IGI Life by adding it to a well-diversified portfolio.
About IGI Life Performance
By analyzing IGI Life's fundamental ratios, stakeholders can gain valuable insights into IGI Life's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IGI Life 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 IGI Life 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 IGI Life Insurance performance evaluation
Checking the ongoing alerts about IGI Life for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for IGI Life Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| IGI Life Insurance had very high historical volatility over the last 90 days |
- Analyzing IGI Life'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 IGI Life's stock is overvalued or undervalued compared to its peers.
- Examining IGI Life'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 IGI Life's management team can have a significant impact on its success or failure. Reviewing the track record and experience of IGI Life's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of IGI Life's stock. These opinions can provide insight into IGI Life's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for IGI Stock analysis
When running IGI Life's price analysis, check to measure IGI Life'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 IGI Life is operating at the current time. Most of IGI Life's value examination focuses on studying past and present price action to predict the probability of IGI Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IGI Life's price. Additionally, you may evaluate how the addition of IGI Life to your portfolios can decrease your overall portfolio volatility.
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