BROADPEAK (Germany) Performance
| J73 Stock | 0.92 0.01 1.10% |
The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BROADPEAK are expected to decrease at a much lower rate. During the bear market, BROADPEAK is likely to outperform the market. At this point, BROADPEAK SA EO has a negative expected return of -0.21%. Please make sure to confirm BROADPEAK's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if BROADPEAK SA EO performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days BROADPEAK SA EO has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
BROADPEAK |
BROADPEAK Relative Risk vs. Return Landscape
If you would invest 105.00 in BROADPEAK SA EO on October 30, 2024 and sell it today you would lose (13.00) from holding BROADPEAK SA EO or give up 12.38% of portfolio value over 90 days. BROADPEAK SA EO is currently producing negative expected returns and takes up 1.8227% volatility of returns over 90 trading days. Put another way, 16% of traded stocks are less volatile than BROADPEAK, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
BROADPEAK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BROADPEAK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BROADPEAK SA EO, and traders can use it to determine the average amount a BROADPEAK'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 = -0.1137
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | J73 |
Estimated Market Risk
| 1.82 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BROADPEAK 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 BROADPEAK by adding BROADPEAK to a well-diversified portfolio.
About BROADPEAK Performance
By analyzing BROADPEAK's fundamental ratios, stakeholders can gain valuable insights into BROADPEAK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BROADPEAK 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 BROADPEAK 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 BROADPEAK SA EO performance evaluation
Checking the ongoing alerts about BROADPEAK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BROADPEAK SA EO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BROADPEAK SA EO generated a negative expected return over the last 90 days | |
| BROADPEAK SA EO has some characteristics of a very speculative penny stock |
- Analyzing BROADPEAK'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 BROADPEAK's stock is overvalued or undervalued compared to its peers.
- Examining BROADPEAK'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 BROADPEAK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BROADPEAK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BROADPEAK's stock. These opinions can provide insight into BROADPEAK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BROADPEAK Stock analysis
When running BROADPEAK's price analysis, check to measure BROADPEAK'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 BROADPEAK is operating at the current time. Most of BROADPEAK's value examination focuses on studying past and present price action to predict the probability of BROADPEAK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BROADPEAK's price. Additionally, you may evaluate how the addition of BROADPEAK to your portfolios can decrease your overall portfolio volatility.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |