Romcab SA (Romania) Performance
| MCAB Stock | 0.02 0 5.26% |
The company holds a Beta of 0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Romcab SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Romcab SA is expected to be smaller as well. At this point, Romcab SA has a negative expected return of -0.51%. Please make sure to check Romcab SA's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Romcab SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Romcab SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in December 2024. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Romcab |
Romcab SA Relative Risk vs. Return Landscape
If you would invest 2.98 in Romcab SA on August 25, 2024 and sell it today you would lose (0.98) from holding Romcab SA or give up 32.89% of portfolio value over 90 days. Romcab SA is generating negative expected returns and assumes 4.6222% volatility on return distribution over the 90 days horizon. Simply put, 41% of stocks are less volatile than Romcab, 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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Romcab SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Romcab SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Romcab SA, and traders can use it to determine the average amount a Romcab 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 = -0.1093
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| Negative Returns | MCAB |
Estimated Market Risk
| 4.62 actual daily | 41 59% of assets are more volatile |
Expected Return
| -0.51 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Romcab 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 Romcab SA by adding Romcab SA to a well-diversified portfolio.
About Romcab SA Performance
By examining Romcab SA's fundamental ratios, stakeholders can obtain critical insights into Romcab SA's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Romcab SA is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Romcab SA performance evaluation
Checking the ongoing alerts about Romcab SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Romcab SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Romcab SA generated a negative expected return over the last 90 days | |
| Romcab SA has some characteristics of a very speculative penny stock | |
| Romcab SA has high historical volatility and very poor performance |
- Analyzing Romcab 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 Romcab SA's stock is overvalued or undervalued compared to its peers.
- Examining Romcab 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 Romcab SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Romcab SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Romcab SA's stock. These opinions can provide insight into Romcab SA's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Romcab Stock
Romcab SA financial ratios help investors to determine whether Romcab Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Romcab with respect to the benefits of owning Romcab SA security.