I Tail (Thailand) Performance
| ITC Stock | 21.20 0.20 0.95% |
I Tail has a performance score of 2 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning I Tail are expected to decrease at a much lower rate. During the bear market, I Tail is likely to outperform the market. i Tail Corp today retains a risk of 2.22%. Please check out I Tail sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if I Tail will be following its current trending patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in i Tail Corp PCL are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent fundamental indicators, I Tail 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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I Tail Relative Risk vs. Return Landscape
If you would invest 2,050 in i Tail Corp PCL on August 27, 2024 and sell it today you would earn a total of 70.00 from holding i Tail Corp PCL or generate 3.41% return on investment over 90 days. i Tail Corp PCL is generating 0.0772% of daily returns assuming 2.2195% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than I Tail, 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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I Tail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for I Tail's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as i Tail Corp PCL, and traders can use it to determine the average amount a I Tail'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 = 0.0348
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Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average I Tail is performing at about 2% 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 I Tail by adding it to a well-diversified portfolio.
Things to note about i Tail Corp performance evaluation
Checking the ongoing alerts about I Tail for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for i Tail Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating I Tail's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate I Tail's stock performance include:- Analyzing I Tail'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 I Tail's stock is overvalued or undervalued compared to its peers.
- Examining I Tail'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 I Tail's management team can have a significant impact on its success or failure. Reviewing the track record and experience of I Tail's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of I Tail's stock. These opinions can provide insight into I Tail's potential for growth and whether the stock is currently undervalued or overvalued.