Kimteks Poliuretan (Turkey) Performance
| KMPUR Stock | 18.80 0.09 0.48% |
The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kimteks Poliuretan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kimteks Poliuretan is expected to be smaller as well. At this point, Kimteks Poliuretan Sanayi has a negative expected return of -0.23%. Please make sure to verify Kimteks Poliuretan's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Kimteks Poliuretan Sanayi 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 Kimteks Poliuretan Sanayi has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's forward indicators remain fairly strong which may send shares a bit higher in January 2025. The recent confusion may also be a sign of long-lasting up-swing for the firm traders. ...more
Kimteks |
Kimteks Poliuretan Relative Risk vs. Return Landscape
If you would invest 2,221 in Kimteks Poliuretan Sanayi on September 15, 2024 and sell it today you would lose (341.00) from holding Kimteks Poliuretan Sanayi or give up 15.35% of portfolio value over 90 days. Kimteks Poliuretan Sanayi is generating negative expected returns and assumes 2.4187% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Kimteks, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Kimteks Poliuretan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kimteks Poliuretan's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kimteks Poliuretan Sanayi, and traders can use it to determine the average amount a Kimteks Poliuretan'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 = -0.0956
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KMPUR |
Estimated Market Risk
| 2.42 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Kimteks Poliuretan 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 Kimteks Poliuretan by adding Kimteks Poliuretan to a well-diversified portfolio.
Things to note about Kimteks Poliuretan Sanayi performance evaluation
Checking the ongoing alerts about Kimteks Poliuretan for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kimteks Poliuretan Sanayi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kimteks Poliuretan generated a negative expected return over the last 90 days |
- Analyzing Kimteks Poliuretan'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 Kimteks Poliuretan's stock is overvalued or undervalued compared to its peers.
- Examining Kimteks Poliuretan'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 Kimteks Poliuretan's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kimteks Poliuretan's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kimteks Poliuretan's stock. These opinions can provide insight into Kimteks Poliuretan's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Kimteks Stock analysis
When running Kimteks Poliuretan's price analysis, check to measure Kimteks Poliuretan'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 Kimteks Poliuretan is operating at the current time. Most of Kimteks Poliuretan's value examination focuses on studying past and present price action to predict the probability of Kimteks Poliuretan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kimteks Poliuretan's price. Additionally, you may evaluate how the addition of Kimteks Poliuretan to your portfolios can decrease your overall portfolio volatility.
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