ADTRAN Holdings (Germany) Performance
| QH9 Stock | 8.24 0.54 7.01% |
On a scale of 0 to 100, ADTRAN Holdings holds a performance score of 19. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ADTRAN Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding ADTRAN Holdings is expected to be smaller as well. Please check ADTRAN Holdings' semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to make a quick decision on whether ADTRAN Holdings' price patterns will revert.
Risk-Adjusted Performance
19 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in ADTRAN Holdings are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ADTRAN Holdings unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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ADTRAN Holdings Relative Risk vs. Return Landscape
If you would invest 503.00 in ADTRAN Holdings on August 30, 2024 and sell it today you would earn a total of 321.00 from holding ADTRAN Holdings or generate 63.82% return on investment over 90 days. ADTRAN Holdings is generating 0.8549% of daily returns assuming 3.4384% volatility of returns over the 90 days investment horizon. Simply put, 30% of all stocks have less volatile historical return distribution than ADTRAN Holdings, and 83% 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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ADTRAN Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADTRAN Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ADTRAN Holdings, and traders can use it to determine the average amount a ADTRAN Holdings' 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 = 0.2486
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Estimated Market Risk
| 3.44 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.85 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average ADTRAN Holdings is performing at about 19% 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 ADTRAN Holdings by adding it to a well-diversified portfolio.
Things to note about ADTRAN Holdings performance evaluation
Checking the ongoing alerts about ADTRAN Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ADTRAN Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ADTRAN Holdings appears to be risky and price may revert if volatility continues |
- Analyzing ADTRAN Holdings' 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 ADTRAN Holdings' stock is overvalued or undervalued compared to its peers.
- Examining ADTRAN Holdings' 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 ADTRAN Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of ADTRAN Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ADTRAN Holdings' stock. These opinions can provide insight into ADTRAN Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ADTRAN Stock Analysis
When running ADTRAN Holdings' price analysis, check to measure ADTRAN Holdings' 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 ADTRAN Holdings is operating at the current time. Most of ADTRAN Holdings' value examination focuses on studying past and present price action to predict the probability of ADTRAN Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ADTRAN Holdings' price. Additionally, you may evaluate how the addition of ADTRAN Holdings to your portfolios can decrease your overall portfolio volatility.