SOFTWARE MANSION (Poland) Performance
| SWM Stock | 30.00 1.00 3.23% |
The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SOFTWARE MANSION's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOFTWARE MANSION is expected to be smaller as well. At this point, SOFTWARE MANSION SPOLKA has a negative expected return of -0.16%. Please make sure to validate SOFTWARE MANSION's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if SOFTWARE MANSION SPOLKA performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SOFTWARE MANSION SPOLKA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest weak performance, the Stock's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the enterprise retail investors. ...more
SOFTWARE |
SOFTWARE MANSION Relative Risk vs. Return Landscape
If you would invest 3,363 in SOFTWARE MANSION SPOLKA on August 28, 2024 and sell it today you would lose (363.00) from holding SOFTWARE MANSION SPOLKA or give up 10.79% of portfolio value over 90 days. SOFTWARE MANSION SPOLKA is generating negative expected returns and assumes 2.3833% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than SOFTWARE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SOFTWARE MANSION Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOFTWARE MANSION's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SOFTWARE MANSION SPOLKA, and traders can use it to determine the average amount a SOFTWARE MANSION'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 = -0.068
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| Negative Returns | SWM |
Estimated Market Risk
| 2.38 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SOFTWARE MANSION 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 SOFTWARE MANSION by adding SOFTWARE MANSION to a well-diversified portfolio.
Things to note about SOFTWARE MANSION SPOLKA performance evaluation
Checking the ongoing alerts about SOFTWARE MANSION for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SOFTWARE MANSION SPOLKA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SOFTWARE MANSION generated a negative expected return over the last 90 days |
- Analyzing SOFTWARE MANSION'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 SOFTWARE MANSION's stock is overvalued or undervalued compared to its peers.
- Examining SOFTWARE MANSION'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 SOFTWARE MANSION's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SOFTWARE MANSION's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SOFTWARE MANSION's stock. These opinions can provide insight into SOFTWARE MANSION's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for SOFTWARE Stock Analysis
When running SOFTWARE MANSION's price analysis, check to measure SOFTWARE MANSION'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 SOFTWARE MANSION is operating at the current time. Most of SOFTWARE MANSION's value examination focuses on studying past and present price action to predict the probability of SOFTWARE MANSION's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SOFTWARE MANSION's price. Additionally, you may evaluate how the addition of SOFTWARE MANSION to your portfolios can decrease your overall portfolio volatility.