Murree Brewery (Pakistan) Performance
| MUREB Stock | 805.15 9.25 1.14% |
On a scale of 0 to 100, Murree Brewery holds a performance score of 17. The company secures a Beta (Market Risk) of 0.014, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Murree Brewery's returns are expected to increase less than the market. However, during the bear market, the loss of holding Murree Brewery is expected to be smaller as well. Please check Murree Brewery's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Murree Brewery's current price movements will revert.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Murree Brewery are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Murree Brewery disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Murree |
Murree Brewery Relative Risk vs. Return Landscape
If you would invest 62,002 in Murree Brewery on November 4, 2024 and sell it today you would earn a total of 18,513 from holding Murree Brewery or generate 29.86% return on investment over 90 days. Murree Brewery is generating 0.4271% of daily returns and assumes 1.9345% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Murree, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Murree Brewery Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murree Brewery's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Murree Brewery, and traders can use it to determine the average amount a Murree Brewery'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 = 0.2208
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MUREB | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.93 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average Murree Brewery is performing at about 17% 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 Murree Brewery by adding it to a well-diversified portfolio.
Things to note about Murree Brewery performance evaluation
Checking the ongoing alerts about Murree Brewery for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Murree Brewery help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Murree Brewery's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Murree Brewery's stock performance include:- Analyzing Murree Brewery'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 Murree Brewery's stock is overvalued or undervalued compared to its peers.
- Examining Murree Brewery'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 Murree Brewery's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Murree Brewery's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Murree Brewery's stock. These opinions can provide insight into Murree Brewery's potential for growth and whether the stock is currently undervalued or overvalued.