SCUT SA (Romania) Performance
| SCBC Stock | 37.40 0.00 0.00% |
The firm has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SCUT SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SCUT SA is expected to be smaller as well. At this point, SCUT SA BACAU has a negative expected return of -0.22%. Please make sure to validate SCUT SA's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if SCUT SA BACAU performance from the past will be repeated at future time.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days SCUT SA BACAU has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in February 2026. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
SCUT |
SCUT SA Relative Risk vs. Return Landscape
If you would invest 4,900 in SCUT SA BACAU on October 8, 2025 and sell it today you would lose (1,160) from holding SCUT SA BACAU or give up 23.67% of portfolio value over 90 days. SCUT SA BACAU is generating negative expected returns and assumes 7.0599% volatility on return distribution over the 90 days horizon. Simply put, 63% of stocks are less volatile than SCUT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SCUT SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCUT SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SCUT SA BACAU, and traders can use it to determine the average amount a SCUT 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 = -0.0318
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SCBC |
Estimated Market Risk
| 7.06 actual daily | 63 63% of assets are less volatile |
Expected Return
| -0.22 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 SCUT 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 SCUT SA by adding SCUT SA to a well-diversified portfolio.
Things to note about SCUT SA BACAU performance evaluation
Checking the ongoing alerts about SCUT SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SCUT SA BACAU help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SCUT SA BACAU is not yet fully synchronised with the market data | |
| SCUT SA BACAU generated a negative expected return over the last 90 days | |
| SCUT SA BACAU has high historical volatility and very poor performance |
- Analyzing SCUT 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 SCUT SA's stock is overvalued or undervalued compared to its peers.
- Examining SCUT 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 SCUT SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SCUT SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SCUT SA's stock. These opinions can provide insight into SCUT SA's potential for growth and whether the stock is currently undervalued or overvalued.