RAFAKO SA (Poland) Performance
| RFK Stock | 0.28 0.01 3.70% |
The firm holds a Beta of 0.56, which implies possible diversification benefits within a given portfolio. As returns on the market increase, RAFAKO SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding RAFAKO SA is expected to be smaller as well. At this point, RAFAKO SA has a negative expected return of -1.37%. Please make sure to check RAFAKO SA's maximum drawdown and the relationship between the kurtosis and relative strength index , to decide if RAFAKO SA performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days RAFAKO 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
RAFAKO |
RAFAKO SA Relative Risk vs. Return Landscape
If you would invest 77.00 in RAFAKO SA on August 27, 2024 and sell it today you would lose (50.00) from holding RAFAKO SA or give up 64.94% of portfolio value over 90 days. RAFAKO SA is generating negative expected returns and assumes 7.5814% volatility on return distribution over the 90 days horizon. Simply put, 67% of stocks are less volatile than RAFAKO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 = -0.1809
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| Negative Returns | RFK |
Estimated Market Risk
| 7.58 actual daily | 67 67% of assets are less volatile |
Expected Return
| -1.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average RAFAKO SA 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 RAFAKO SA by adding RAFAKO SA 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 generated a negative expected return over the last 90 days | |
| RAFAKO SA has high historical volatility and very poor performance | |
| RAFAKO SA has some characteristics of a very speculative penny stock |
- 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.