Vigo System (Poland) Performance
| VGO Stock | 419.00 21.00 4.77% |
The entity has a beta of -0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vigo System are expected to decrease at a much lower rate. During the bear market, Vigo System is likely to outperform the market. At this point, Vigo System SA has a negative expected return of -0.29%. Please make sure to validate Vigo System's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Vigo System SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Vigo System SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
Vigo |
Vigo System Relative Risk vs. Return Landscape
If you would invest 51,200 in Vigo System SA on September 1, 2024 and sell it today you would lose (9,300) from holding Vigo System SA or give up 18.16% of portfolio value over 90 days. Vigo System SA is generating negative expected returns and assumes 1.9984% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Vigo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vigo System Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vigo System's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vigo System SA, and traders can use it to determine the average amount a Vigo System'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 = -0.1466
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| Negative Returns | VGO |
Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.29 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vigo System 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 Vigo System by adding Vigo System to a well-diversified portfolio.
Things to note about Vigo System SA performance evaluation
Checking the ongoing alerts about Vigo System for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vigo System SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vigo System SA generated a negative expected return over the last 90 days |
- Analyzing Vigo System'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 Vigo System's stock is overvalued or undervalued compared to its peers.
- Examining Vigo System'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 Vigo System's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vigo System's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vigo System's stock. These opinions can provide insight into Vigo System's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Vigo Stock Analysis
When running Vigo System's price analysis, check to measure Vigo System'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 Vigo System is operating at the current time. Most of Vigo System's value examination focuses on studying past and present price action to predict the probability of Vigo System's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vigo System's price. Additionally, you may evaluate how the addition of Vigo System to your portfolios can decrease your overall portfolio volatility.