SAF Holland (Germany) Performance
| SFQ Stock | 15.62 1.18 7.02% |
On a scale of 0 to 100, SAF Holland holds a performance score of 7. The firm has a beta of -0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SAF Holland are expected to decrease at a much lower rate. During the bear market, SAF Holland is likely to outperform the market. Please check SAF Holland's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether SAF Holland's existing price patterns will revert.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in SAF Holland SA are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, SAF Holland unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
SAF |
SAF Holland Relative Risk vs. Return Landscape
If you would invest 1,398 in SAF Holland SA on November 2, 2024 and sell it today you would earn a total of 164.00 from holding SAF Holland SA or generate 11.73% return on investment over 90 days. SAF Holland SA is generating 0.2276% of daily returns and assumes 2.4385% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than SAF, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAF Holland Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAF Holland's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAF Holland SA, and traders can use it to determine the average amount a SAF Holland'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 = 0.0933
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SFQ | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average SAF Holland is performing at about 7% 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 SAF Holland by adding it to a well-diversified portfolio.
Things to note about SAF Holland SA performance evaluation
Checking the ongoing alerts about SAF Holland for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAF Holland SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating SAF Holland's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate SAF Holland's stock performance include:- Analyzing SAF Holland'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 SAF Holland's stock is overvalued or undervalued compared to its peers.
- Examining SAF Holland'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 SAF Holland's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAF Holland's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAF Holland's stock. These opinions can provide insight into SAF Holland's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for SAF Stock Analysis
When running SAF Holland's price analysis, check to measure SAF Holland'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 SAF Holland is operating at the current time. Most of SAF Holland's value examination focuses on studying past and present price action to predict the probability of SAF Holland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAF Holland's price. Additionally, you may evaluate how the addition of SAF Holland to your portfolios can decrease your overall portfolio volatility.