TRANSILVANIA INVESTMENTS (Romania) Performance
| TRANSI Stock | 0.40 0.01 2.56% |
TRANSILVANIA INVESTMENTS has a performance score of 6 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of -0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TRANSILVANIA INVESTMENTS are expected to decrease at a much lower rate. During the bear market, TRANSILVANIA INVESTMENTS is likely to outperform the market. TRANSILVANIA INVESTMENTS currently owns a risk of 2.02%. Please validate TRANSILVANIA INVESTMENTS ALLIANCE jensen alpha and the relationship between the value at risk and day median price , to decide if TRANSILVANIA INVESTMENTS ALLIANCE will be following its current price history.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in TRANSILVANIA INVESTMENTS ALLIANCE are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, TRANSILVANIA INVESTMENTS may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
TRANSILVANIA |
TRANSILVANIA INVESTMENTS Relative Risk vs. Return Landscape
If you would invest 37.00 in TRANSILVANIA INVESTMENTS ALLIANCE on November 3, 2024 and sell it today you would earn a total of 3.00 from holding TRANSILVANIA INVESTMENTS ALLIANCE or generate 8.11% return on investment over 90 days. TRANSILVANIA INVESTMENTS ALLIANCE is generating 0.157% of daily returns and assumes 2.0166% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than TRANSILVANIA, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TRANSILVANIA INVESTMENTS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRANSILVANIA INVESTMENTS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TRANSILVANIA INVESTMENTS ALLIANCE, and traders can use it to determine the average amount a TRANSILVANIA INVESTMENTS'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 = 0.0778
| Best Portfolio | Best Equity | |||
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| Small Returns | TRANSI | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.02 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average TRANSILVANIA INVESTMENTS is performing at about 6% 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 TRANSILVANIA INVESTMENTS by adding it to a well-diversified portfolio.
Things to note about TRANSILVANIA INVESTMENTS performance evaluation
Checking the ongoing alerts about TRANSILVANIA INVESTMENTS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TRANSILVANIA INVESTMENTS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TRANSILVANIA INVESTMENTS has some characteristics of a very speculative penny stock |
- Analyzing TRANSILVANIA INVESTMENTS'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 TRANSILVANIA INVESTMENTS's stock is overvalued or undervalued compared to its peers.
- Examining TRANSILVANIA INVESTMENTS'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 TRANSILVANIA INVESTMENTS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TRANSILVANIA INVESTMENTS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TRANSILVANIA INVESTMENTS's stock. These opinions can provide insight into TRANSILVANIA INVESTMENTS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TRANSILVANIA Stock analysis
When running TRANSILVANIA INVESTMENTS's price analysis, check to measure TRANSILVANIA INVESTMENTS'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 TRANSILVANIA INVESTMENTS is operating at the current time. Most of TRANSILVANIA INVESTMENTS's value examination focuses on studying past and present price action to predict the probability of TRANSILVANIA INVESTMENTS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TRANSILVANIA INVESTMENTS's price. Additionally, you may evaluate how the addition of TRANSILVANIA INVESTMENTS to your portfolios can decrease your overall portfolio volatility.
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