Shaheen Insurance (Pakistan) Performance
| SHNI Stock | 5.60 0.09 1.63% |
On a scale of 0 to 100, Shaheen Insurance holds a performance score of 8. The entity has a beta of -0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Shaheen Insurance are expected to decrease at a much lower rate. During the bear market, Shaheen Insurance is likely to outperform the market. Please check Shaheen Insurance's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Shaheen Insurance's existing price patterns will revert.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Shaheen Insurance are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Shaheen Insurance sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Shaheen |
Shaheen Insurance Relative Risk vs. Return Landscape
If you would invest 475.00 in Shaheen Insurance on August 28, 2024 and sell it today you would earn a total of 85.00 from holding Shaheen Insurance or generate 17.89% return on investment over 90 days. Shaheen Insurance is generating 0.3038% of daily returns and assumes 2.7856% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Shaheen, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shaheen Insurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shaheen Insurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shaheen Insurance, and traders can use it to determine the average amount a Shaheen Insurance'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 = 0.1091
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SHNI | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.3 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Shaheen Insurance is performing at about 8% 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 Shaheen Insurance by adding it to a well-diversified portfolio.
About Shaheen Insurance Performance
By analyzing Shaheen Insurance's fundamental ratios, stakeholders can gain valuable insights into Shaheen Insurance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shaheen Insurance has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Shaheen Insurance has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Shaheen Insurance performance evaluation
Checking the ongoing alerts about Shaheen Insurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shaheen Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Shaheen Insurance's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Shaheen Insurance's stock performance include:- Analyzing Shaheen Insurance'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 Shaheen Insurance's stock is overvalued or undervalued compared to its peers.
- Examining Shaheen Insurance'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 Shaheen Insurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shaheen Insurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shaheen Insurance's stock. These opinions can provide insight into Shaheen Insurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shaheen Stock analysis
When running Shaheen Insurance's price analysis, check to measure Shaheen Insurance'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 Shaheen Insurance is operating at the current time. Most of Shaheen Insurance's value examination focuses on studying past and present price action to predict the probability of Shaheen Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shaheen Insurance's price. Additionally, you may evaluate how the addition of Shaheen Insurance to your portfolios can decrease your overall portfolio volatility.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Stocks Directory Find actively traded stocks across global markets | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |