Magyar Telekom (Hungary) Performance
| MTEL Stock | 1,244 16.00 1.30% |
On a scale of 0 to 100, Magyar Telekom holds a performance score of 23. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Magyar Telekom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Magyar Telekom is expected to be smaller as well. Please check Magyar Telekom's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Magyar Telekom's current price movements will revert.
Risk-Adjusted Performance
23 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Magyar Telekom PLC are ranked lower than 23 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, Magyar Telekom unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Magyar |
Magyar Telekom Relative Risk vs. Return Landscape
If you would invest 104,200 in Magyar Telekom PLC on August 25, 2024 and sell it today you would earn a total of 20,200 from holding Magyar Telekom PLC or generate 19.39% return on investment over 90 days. Magyar Telekom PLC is generating 0.2814% of daily returns and assumes 0.9239% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Magyar, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Magyar Telekom Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Magyar Telekom's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Magyar Telekom PLC, and traders can use it to determine the average amount a Magyar Telekom'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 = 0.3046
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MTEL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.3 actual daily | 23 77% of assets perform better |
Based on monthly moving average Magyar Telekom is performing at about 23% 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 Magyar Telekom by adding it to a well-diversified portfolio.
Things to note about Magyar Telekom PLC performance evaluation
Checking the ongoing alerts about Magyar Telekom for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Magyar Telekom PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Magyar Telekom's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Magyar Telekom's stock performance include:- Analyzing Magyar Telekom'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 Magyar Telekom's stock is overvalued or undervalued compared to its peers.
- Examining Magyar Telekom'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 Magyar Telekom's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Magyar Telekom's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Magyar Telekom's stock. These opinions can provide insight into Magyar Telekom's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Magyar Stock Analysis
When running Magyar Telekom's price analysis, check to measure Magyar Telekom'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 Magyar Telekom is operating at the current time. Most of Magyar Telekom's value examination focuses on studying past and present price action to predict the probability of Magyar Telekom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Magyar Telekom's price. Additionally, you may evaluate how the addition of Magyar Telekom to your portfolios can decrease your overall portfolio volatility.