Kohinoor Industries (Pakistan) Performance
| KOIL Stock | 10.21 1.00 10.86% |
On a scale of 0 to 100, Kohinoor Industries holds a performance score of 9. The company secures a Beta (Market Risk) of -0.0408, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kohinoor Industries are expected to decrease at a much lower rate. During the bear market, Kohinoor Industries is likely to outperform the market. Please check Kohinoor Industries' information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Kohinoor Industries' current price movements will revert.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Kohinoor Industries are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Kohinoor Industries sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Kohinoor |
Kohinoor Industries Relative Risk vs. Return Landscape
If you would invest 800.00 in Kohinoor Industries on November 2, 2024 and sell it today you would earn a total of 221.00 from holding Kohinoor Industries or generate 27.63% return on investment over 90 days. Kohinoor Industries is generating 0.4621% of daily returns and assumes 3.9162% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Kohinoor, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Kohinoor Industries Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kohinoor Industries' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kohinoor Industries, and traders can use it to determine the average amount a Kohinoor Industries' 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 = 0.118
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | KOIL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.92 actual daily | 34 66% of assets are more volatile |
Expected Return
| 0.46 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Kohinoor Industries is performing at about 9% 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 Kohinoor Industries by adding it to a well-diversified portfolio.
About Kohinoor Industries Performance
By analyzing Kohinoor Industries' fundamental ratios, stakeholders can gain valuable insights into Kohinoor Industries' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Kohinoor Industries 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 Kohinoor Industries 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 Kohinoor Industries performance evaluation
Checking the ongoing alerts about Kohinoor Industries for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kohinoor Industries help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kohinoor Industries had very high historical volatility over the last 90 days |
- Analyzing Kohinoor Industries' 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 Kohinoor Industries' stock is overvalued or undervalued compared to its peers.
- Examining Kohinoor Industries' 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 Kohinoor Industries' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kohinoor Industries' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kohinoor Industries' stock. These opinions can provide insight into Kohinoor Industries' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Kohinoor Stock analysis
When running Kohinoor Industries' price analysis, check to measure Kohinoor Industries' 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 Kohinoor Industries is operating at the current time. Most of Kohinoor Industries' value examination focuses on studying past and present price action to predict the probability of Kohinoor Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kohinoor Industries' price. Additionally, you may evaluate how the addition of Kohinoor Industries to your portfolios can decrease your overall portfolio volatility.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |