RAFAKO SA (Poland) Performance
| RFK Stock | 0.32 0.03 8.57% |
On a scale of 0 to 100, RAFAKO SA holds a performance score of 4. The firm holds a Beta of -1.71, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning RAFAKO SA are expected to decrease by larger amounts. On the other hand, during market turmoil, RAFAKO SA is expected to outperform it. Please check RAFAKO SA's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether RAFAKO SA's historical price patterns will revert.
Risk-Adjusted Performance
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in RAFAKO SA are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, RAFAKO SA reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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RAFAKO SA Relative Risk vs. Return Landscape
If you would invest 38.00 in RAFAKO SA on October 23, 2024 and sell it today you would lose (6.00) from holding RAFAKO SA or give up 15.79% of portfolio value over 90 days. RAFAKO SA is generating 0.9081% of daily returns and assumes 15.3052% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than RAFAKO on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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RAFAKO SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for RAFAKO SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as RAFAKO SA, and traders can use it to determine the average amount a RAFAKO SA'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 = 0.0593
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Estimated Market Risk
| 15.31 actual daily | 96 96% of assets are less volatile |
Expected Return
| 0.91 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average RAFAKO SA is performing at about 4% 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 RAFAKO SA by adding it to a well-diversified portfolio.
Things to note about RAFAKO SA performance evaluation
Checking the ongoing alerts about RAFAKO SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for RAFAKO SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| RAFAKO SA is way too risky over 90 days horizon | |
| RAFAKO SA has some characteristics of a very speculative penny stock | |
| RAFAKO SA appears to be risky and price may revert if volatility continues |
- Analyzing RAFAKO SA'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 RAFAKO SA's stock is overvalued or undervalued compared to its peers.
- Examining RAFAKO SA'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 RAFAKO SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of RAFAKO SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of RAFAKO SA's stock. These opinions can provide insight into RAFAKO SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for RAFAKO Stock Analysis
When running RAFAKO SA's price analysis, check to measure RAFAKO SA'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 RAFAKO SA is operating at the current time. Most of RAFAKO SA's value examination focuses on studying past and present price action to predict the probability of RAFAKO SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RAFAKO SA's price. Additionally, you may evaluate how the addition of RAFAKO SA to your portfolios can decrease your overall portfolio volatility.