Stalexport Autostrady (Poland) Performance
| STX Stock | 2.89 0.03 1.03% |
Stalexport Autostrady has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.0552, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stalexport Autostrady's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stalexport Autostrady is expected to be smaller as well. Stalexport Autostrady right now has a risk of 0.9%. Please validate Stalexport Autostrady jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to decide if Stalexport Autostrady will be following its existing price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Stalexport Autostrady SA are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Stalexport Autostrady may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Stalexport |
Stalexport Autostrady Relative Risk vs. Return Landscape
If you would invest 264.00 in Stalexport Autostrady SA on September 1, 2024 and sell it today you would earn a total of 25.00 from holding Stalexport Autostrady SA or generate 9.47% return on investment over 90 days. Stalexport Autostrady SA is generating 0.1454% of daily returns and assumes 0.8979% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Stalexport, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Stalexport Autostrady Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stalexport Autostrady's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Stalexport Autostrady SA, and traders can use it to determine the average amount a Stalexport Autostrady'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 = 0.162
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Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Stalexport Autostrady is performing at about 12% 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 Stalexport Autostrady by adding it to a well-diversified portfolio.
Things to note about Stalexport Autostrady performance evaluation
Checking the ongoing alerts about Stalexport Autostrady for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Stalexport Autostrady help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Stalexport Autostrady's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Stalexport Autostrady's stock performance include:- Analyzing Stalexport Autostrady'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 Stalexport Autostrady's stock is overvalued or undervalued compared to its peers.
- Examining Stalexport Autostrady'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 Stalexport Autostrady's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Stalexport Autostrady's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Stalexport Autostrady's stock. These opinions can provide insight into Stalexport Autostrady's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Stalexport Stock Analysis
When running Stalexport Autostrady's price analysis, check to measure Stalexport Autostrady'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 Stalexport Autostrady is operating at the current time. Most of Stalexport Autostrady's value examination focuses on studying past and present price action to predict the probability of Stalexport Autostrady's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stalexport Autostrady's price. Additionally, you may evaluate how the addition of Stalexport Autostrady to your portfolios can decrease your overall portfolio volatility.