PKP Cargo (Poland) Performance
| PKP Stock | 13.72 0.14 1.01% |
The company holds a Beta of -0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning PKP Cargo are expected to decrease at a much lower rate. During the bear market, PKP Cargo is likely to outperform the market. At this point, PKP Cargo SA has a negative expected return of -0.55%. Please make sure to check PKP Cargo's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if PKP Cargo SA performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days PKP Cargo SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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PKP Cargo Relative Risk vs. Return Landscape
If you would invest 1,972 in PKP Cargo SA on August 30, 2024 and sell it today you would lose (600.00) from holding PKP Cargo SA or give up 30.43% of portfolio value over 90 days. PKP Cargo SA is generating negative expected returns and assumes 2.7761% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than PKP, 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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PKP Cargo Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PKP Cargo's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PKP Cargo SA, and traders can use it to determine the average amount a PKP Cargo'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 = -0.1964
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| Negative Returns | PKP |
Estimated Market Risk
| 2.78 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.55 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PKP Cargo 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 PKP Cargo by adding PKP Cargo to a well-diversified portfolio.
Things to note about PKP Cargo SA performance evaluation
Checking the ongoing alerts about PKP Cargo for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PKP Cargo SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PKP Cargo SA generated a negative expected return over the last 90 days |
- Analyzing PKP Cargo'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 PKP Cargo's stock is overvalued or undervalued compared to its peers.
- Examining PKP Cargo'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 PKP Cargo's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PKP Cargo's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PKP Cargo's stock. These opinions can provide insight into PKP Cargo's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for PKP Stock Analysis
When running PKP Cargo's price analysis, check to measure PKP Cargo'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 PKP Cargo is operating at the current time. Most of PKP Cargo's value examination focuses on studying past and present price action to predict the probability of PKP Cargo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PKP Cargo's price. Additionally, you may evaluate how the addition of PKP Cargo to your portfolios can decrease your overall portfolio volatility.