Ninety One (South Africa) Performance
| NY1 Stock | 3,754 6.00 0.16% |
The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ninety One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ninety One is expected to be smaller as well. At this point, Ninety One has a negative expected return of -0.0424%. Please make sure to verify Ninety One's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Ninety One 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 Ninety One has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Ninety One is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Ninety |
Ninety One Relative Risk vs. Return Landscape
If you would invest 388,100 in Ninety One on August 27, 2024 and sell it today you would lose (12,700) from holding Ninety One or give up 3.27% of portfolio value over 90 days. Ninety One is generating negative expected returns and assumes 1.3904% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Ninety, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ninety One Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ninety One's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ninety One, and traders can use it to determine the average amount a Ninety One'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 = -0.0305
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| Negative Returns | NY1 |
Estimated Market Risk
| 1.39 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ninety One 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 Ninety One by adding Ninety One to a well-diversified portfolio.
Things to note about Ninety One performance evaluation
Checking the ongoing alerts about Ninety One for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ninety One help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ninety One generated a negative expected return over the last 90 days |
- Analyzing Ninety One'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 Ninety One's stock is overvalued or undervalued compared to its peers.
- Examining Ninety One'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 Ninety One's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ninety One's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ninety One's stock. These opinions can provide insight into Ninety One's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ninety Stock analysis
When running Ninety One's price analysis, check to measure Ninety One'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 Ninety One is operating at the current time. Most of Ninety One's value examination focuses on studying past and present price action to predict the probability of Ninety One's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ninety One's price. Additionally, you may evaluate how the addition of Ninety One to your portfolios can decrease your overall portfolio volatility.
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