MAGHREBAIL (Morocco) Performance
| MAGHREBAIL | 929.00 0.00 0.00% |
MAGHREBAIL has a performance score of 4 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of 0.021, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MAGHREBAIL's returns are expected to increase less than the market. However, during the bear market, the loss of holding MAGHREBAIL is expected to be smaller as well. MAGHREBAIL at this time secures a risk of 0.93%. Please verify MAGHREBAIL coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if MAGHREBAIL will be following its current price movements.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in MAGHREBAIL are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental drivers, MAGHREBAIL is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
MAGHREBAIL |
MAGHREBAIL Relative Risk vs. Return Landscape
If you would invest 90,250 in MAGHREBAIL on August 31, 2024 and sell it today you would earn a total of 2,650 from holding MAGHREBAIL or generate 2.94% return on investment over 90 days. MAGHREBAIL is generating 0.0525% of daily returns and assumes 0.9317% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than MAGHREBAIL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MAGHREBAIL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MAGHREBAIL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MAGHREBAIL, and traders can use it to determine the average amount a MAGHREBAIL'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 = 0.0563
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Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average MAGHREBAIL is performing at about 4% 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 MAGHREBAIL by adding it to a well-diversified portfolio.
Things to note about MAGHREBAIL performance evaluation
Checking the ongoing alerts about MAGHREBAIL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MAGHREBAIL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating MAGHREBAIL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate MAGHREBAIL's stock performance include:- Analyzing MAGHREBAIL'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 MAGHREBAIL's stock is overvalued or undervalued compared to its peers.
- Examining MAGHREBAIL'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 MAGHREBAIL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MAGHREBAIL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MAGHREBAIL's stock. These opinions can provide insight into MAGHREBAIL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MAGHREBAIL Stock analysis
When running MAGHREBAIL's price analysis, check to measure MAGHREBAIL'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 MAGHREBAIL is operating at the current time. Most of MAGHREBAIL's value examination focuses on studying past and present price action to predict the probability of MAGHREBAIL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MAGHREBAIL's price. Additionally, you may evaluate how the addition of MAGHREBAIL to your portfolios can decrease your overall portfolio volatility.
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