Maj Invest (Denmark) Performance
| MAJPEN Stock | DKK 128.04 0.01 0.01% |
Maj Invest has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maj Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maj Invest is expected to be smaller as well. Maj Invest Pension right now secures a risk of 0.35%. Please verify Maj Invest Pension total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to decide if Maj Invest Pension will be following its current price movements.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Maj Invest Pension are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong forward-looking indicators, Maj Invest is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Maj |
Maj Invest Relative Risk vs. Return Landscape
If you would invest 12,438 in Maj Invest Pension on August 31, 2024 and sell it today you would earn a total of 366.00 from holding Maj Invest Pension or generate 2.94% return on investment over 90 days. Maj Invest Pension is generating 0.0459% of daily returns and assumes 0.3487% volatility on return distribution over the 90 days horizon. Simply put, 3% of stocks are less volatile than Maj, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Maj Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maj Invest's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Maj Invest Pension, and traders can use it to determine the average amount a Maj Invest'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 = 0.1317
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| Negative Returns | MAJPEN |
Estimated Market Risk
| 0.35 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Maj Invest is performing at about 10% 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 Maj Invest by adding it to a well-diversified portfolio.
About Maj Invest Performance
By analyzing Maj Invest's fundamental ratios, stakeholders can gain valuable insights into Maj Invest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Maj Invest 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 Maj Invest 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 Maj Invest Pension performance evaluation
Checking the ongoing alerts about Maj Invest for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Maj Invest Pension help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Maj Invest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Maj Invest's stock performance include:- Analyzing Maj Invest'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 Maj Invest's stock is overvalued or undervalued compared to its peers.
- Examining Maj Invest'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 Maj Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maj Invest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Maj Invest's stock. These opinions can provide insight into Maj Invest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Maj Stock analysis
When running Maj Invest's price analysis, check to measure Maj Invest'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 Maj Invest is operating at the current time. Most of Maj Invest's value examination focuses on studying past and present price action to predict the probability of Maj Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maj Invest's price. Additionally, you may evaluate how the addition of Maj Invest to your portfolios can decrease your overall portfolio volatility.
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