Leidos Holdings (Brazil) Performance
| L1DO34 Stock | 93.51 2.19 2.29% |
On a scale of 0 to 100, Leidos Holdings holds a performance score of 5. The company secures a Beta (Market Risk) of -0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Leidos Holdings are expected to decrease at a much lower rate. During the bear market, Leidos Holdings is likely to outperform the market. Please check Leidos Holdings' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Leidos Holdings' current price movements will revert.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Leidos Holdings are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak fundamental indicators, Leidos Holdings sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Leidos |
Leidos Holdings Relative Risk vs. Return Landscape
If you would invest 8,400 in Leidos Holdings on August 26, 2024 and sell it today you would earn a total of 951.00 from holding Leidos Holdings or generate 11.32% return on investment over 90 days. Leidos Holdings is generating 0.2419% of daily returns and assumes 3.5854% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Leidos, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Leidos Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leidos Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Leidos Holdings, and traders can use it to determine the average amount a Leidos Holdings' 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 = 0.0675
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Estimated Market Risk
| 3.59 actual daily | 31 69% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Leidos Holdings is performing at about 5% 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 Leidos Holdings by adding it to a well-diversified portfolio.
Things to note about Leidos Holdings performance evaluation
Checking the ongoing alerts about Leidos Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Leidos Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Leidos Holdings had very high historical volatility over the last 90 days |
- Analyzing Leidos Holdings' 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 Leidos Holdings' stock is overvalued or undervalued compared to its peers.
- Examining Leidos Holdings' 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 Leidos Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Leidos Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Leidos Holdings' stock. These opinions can provide insight into Leidos Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Leidos Stock analysis
When running Leidos Holdings' price analysis, check to measure Leidos Holdings' 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 Leidos Holdings is operating at the current time. Most of Leidos Holdings' value examination focuses on studying past and present price action to predict the probability of Leidos Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leidos Holdings' price. Additionally, you may evaluate how the addition of Leidos Holdings to your portfolios can decrease your overall portfolio volatility.
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