MBank SA (Poland) Performance
| MBK Stock | 545.40 9.20 1.72% |
The firm secures a Beta (Market Risk) of 0.53, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MBank SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MBank SA is expected to be smaller as well. At this point, mBank SA has a negative expected return of -0.21%. Please make sure to verify MBank SA's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if mBank SA performance from the past will be repeated at some future point.
Risk-Adjusted Performance
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Over the last 90 days mBank SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
| Begin Period Cash Flow | 4.2 B | |
| Total Cashflows From Investing Activities | -508 M |
MBank |
MBank SA Relative Risk vs. Return Landscape
If you would invest 63,140 in mBank SA on August 24, 2024 and sell it today you would lose (8,600) from holding mBank SA or give up 13.62% of portfolio value over 90 days. mBank SA is generating negative expected returns and assumes 2.2219% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than MBank, 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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MBank SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBank SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as mBank SA, and traders can use it to determine the average amount a MBank SA'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 = -0.0935
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| Negative Returns | MBK |
Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MBank SA 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 MBank SA by adding MBank SA to a well-diversified portfolio.
MBank SA Fundamentals Growth
MBank Stock prices reflect investors' perceptions of the future prospects and financial health of MBank SA, and MBank SA fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on MBank Stock performance.
| Return On Equity | -0.0532 | |||
| Return On Asset | -0.0034 | |||
| Profit Margin | (0.09) % | |||
| Operating Margin | (0.01) % | |||
| Shares Outstanding | 42.42 M | |||
| Price To Book | 1.09 X | |||
| Price To Sales | 1.82 X | |||
| Revenue | 6.3 B | |||
| EBITDA | 205.31 M | |||
| Book Value Per Share | 299.60 X | |||
| Cash Flow From Operations | 10.8 B | |||
| Earnings Per Share | (23.21) X | |||
| Total Asset | 199.54 B | |||
About MBank SA Performance
Assessing MBank SA's fundamental ratios provides investors with valuable insights into MBank SA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MBank SA is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about mBank SA performance evaluation
Checking the ongoing alerts about MBank SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for mBank SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| mBank SA generated a negative expected return over the last 90 days | |
| The company reported the revenue of 6.3 B. Net Loss for the year was (591.03 M) with profit before overhead, payroll, taxes, and interest of 7.45 B. | |
| About 74.0% of the company shares are owned by institutional investors |
- Analyzing MBank SA'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 MBank SA's stock is overvalued or undervalued compared to its peers.
- Examining MBank SA'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 MBank SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MBank SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MBank SA's stock. These opinions can provide insight into MBank SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MBank Stock Analysis
When running MBank SA's price analysis, check to measure MBank SA'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 MBank SA is operating at the current time. Most of MBank SA's value examination focuses on studying past and present price action to predict the probability of MBank SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MBank SA's price. Additionally, you may evaluate how the addition of MBank SA to your portfolios can decrease your overall portfolio volatility.