Kohinoor Industries (Pakistan) Performance
| KOIL Stock | 8.10 0.09 1.12% |
The company secures a Beta (Market Risk) of -0.89, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Kohinoor Industries are expected to decrease slowly. On the other hand, during market turmoil, Kohinoor Industries is expected to outperform it slightly. At this point, Kohinoor Industries has a negative expected return of -0.0833%. Please make sure to verify Kohinoor Industries' total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Kohinoor Industries 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 Kohinoor Industries has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Kohinoor Industries is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Kohinoor |
Kohinoor Industries Relative Risk vs. Return Landscape
If you would invest 875.00 in Kohinoor Industries on September 2, 2024 and sell it today you would lose (65.00) from holding Kohinoor Industries or give up 7.43% of portfolio value over 90 days. Kohinoor Industries is generating negative expected returns and assumes 2.7438% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Kohinoor, and 99% 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 = -0.0304
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | KOIL |
Estimated Market Risk
| 2.74 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Kohinoor Industries 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 Kohinoor Industries by adding Kohinoor Industries 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 generated a negative expected return 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.
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