Lanka Milk (Sri Lanka) Performance
| LMFN0000 | LKR 32.80 0.30 0.91% |
On a scale of 0 to 100, Lanka Milk holds a performance score of 18. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lanka Milk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lanka Milk is expected to be smaller as well. Please check Lanka Milk's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lanka Milk's current price movements will revert.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Lanka Milk Foods are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Lanka Milk sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Lanka |
Lanka Milk Relative Risk vs. Return Landscape
If you would invest 2,500 in Lanka Milk Foods on August 27, 2024 and sell it today you would earn a total of 780.00 from holding Lanka Milk Foods or generate 31.2% return on investment over 90 days. Lanka Milk Foods is generating 0.481% of daily returns and assumes 2.0103% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Lanka, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lanka Milk Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lanka Milk's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lanka Milk Foods, and traders can use it to determine the average amount a Lanka Milk'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 = 0.2393
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Estimated Market Risk
| 2.01 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.48 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average Lanka Milk is performing at about 18% 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 Lanka Milk by adding it to a well-diversified portfolio.
About Lanka Milk Performance
By analyzing Lanka Milk's fundamental ratios, stakeholders can gain valuable insights into Lanka Milk's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lanka Milk 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 Lanka Milk 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 Lanka Milk Foods performance evaluation
Checking the ongoing alerts about Lanka Milk for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lanka Milk Foods help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Lanka Milk's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Lanka Milk's stock performance include:- Analyzing Lanka Milk'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 Lanka Milk's stock is overvalued or undervalued compared to its peers.
- Examining Lanka Milk'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 Lanka Milk's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lanka Milk's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lanka Milk's stock. These opinions can provide insight into Lanka Milk's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lanka Stock analysis
When running Lanka Milk's price analysis, check to measure Lanka Milk'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 Lanka Milk is operating at the current time. Most of Lanka Milk's value examination focuses on studying past and present price action to predict the probability of Lanka Milk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lanka Milk's price. Additionally, you may evaluate how the addition of Lanka Milk to your portfolios can decrease your overall portfolio volatility.
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