NATION MEDIA (Kenya) Performance
| NMG Stock | 12.25 0.65 5.04% |
The firm secures a Beta (Market Risk) of 0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NATION MEDIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding NATION MEDIA is expected to be smaller as well. At this point, NATION MEDIA GROUP has a negative expected return of -0.28%. Please make sure to verify NATION MEDIA's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day median price , to decide if NATION MEDIA GROUP performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days NATION MEDIA GROUP has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unfluctuating performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
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NATION MEDIA Relative Risk vs. Return Landscape
If you would invest 1,500 in NATION MEDIA GROUP on August 28, 2024 and sell it today you would lose (275.00) from holding NATION MEDIA GROUP or give up 18.33% of portfolio value over 90 days. NATION MEDIA GROUP is generating negative expected returns and assumes 3.3795% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than NATION, 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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NATION MEDIA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NATION MEDIA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NATION MEDIA GROUP, and traders can use it to determine the average amount a NATION MEDIA'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 = -0.0814
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| Negative Returns | NMG |
Estimated Market Risk
| 3.38 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.28 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 NATION MEDIA 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 NATION MEDIA by adding NATION MEDIA to a well-diversified portfolio.
Things to note about NATION MEDIA GROUP performance evaluation
Checking the ongoing alerts about NATION MEDIA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NATION MEDIA GROUP help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NATION MEDIA GROUP generated a negative expected return over the last 90 days | |
| NATION MEDIA GROUP has high historical volatility and very poor performance |
- Analyzing NATION MEDIA'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 NATION MEDIA's stock is overvalued or undervalued compared to its peers.
- Examining NATION MEDIA'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 NATION MEDIA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NATION MEDIA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NATION MEDIA's stock. These opinions can provide insight into NATION MEDIA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for NATION Stock analysis
When running NATION MEDIA's price analysis, check to measure NATION MEDIA'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 NATION MEDIA is operating at the current time. Most of NATION MEDIA's value examination focuses on studying past and present price action to predict the probability of NATION MEDIA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NATION MEDIA's price. Additionally, you may evaluate how the addition of NATION MEDIA to your portfolios can decrease your overall portfolio volatility.
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