MUA (Mauritius) Performance
| MUA Stock | 58.25 0.25 0.43% |
The company owns a Beta (Systematic Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MUA are expected to decrease at a much lower rate. During the bear market, MUA is likely to outperform the market. At this point, MUA LTD has a negative expected return of -0.18%. Please make sure to verify MUA's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if MUA LTD performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MUA LTD has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's primary indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
MUA |
MUA Relative Risk vs. Return Landscape
If you would invest 6,600 in MUA LTD on November 4, 2024 and sell it today you would lose (775.00) from holding MUA LTD or give up 11.74% of portfolio value over 90 days. MUA LTD is generating negative expected returns and assumes 2.2156% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than MUA, 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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MUA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MUA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MUA LTD, and traders can use it to determine the average amount a MUA'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 = -0.08
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| Negative Returns | MUA |
Estimated Market Risk
| 2.22 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MUA 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 MUA by adding MUA to a well-diversified portfolio.
Things to note about MUA LTD performance evaluation
Checking the ongoing alerts about MUA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MUA LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MUA LTD generated a negative expected return over the last 90 days |
- Analyzing MUA'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 MUA's stock is overvalued or undervalued compared to its peers.
- Examining MUA'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 MUA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MUA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MUA's stock. These opinions can provide insight into MUA's potential for growth and whether the stock is currently undervalued or overvalued.