VR Factory (Poland) Performance
| VRF Stock | 0.29 0.03 9.38% |
The entity owns a Beta (Systematic Risk) of -1.25, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning VR Factory are expected to decrease by larger amounts. On the other hand, during market turmoil, VR Factory is expected to outperform it. At this point, VR Factory Games has a negative expected return of -0.24%. Please make sure to validate VR Factory's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if VR Factory Games performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days VR Factory Games 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
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VR Factory Relative Risk vs. Return Landscape
If you would invest 37.00 in VR Factory Games on August 26, 2024 and sell it today you would lose (8.00) from holding VR Factory Games or give up 21.62% of portfolio value over 90 days. VR Factory Games is generating negative expected returns and assumes 5.3959% volatility on return distribution over the 90 days horizon. Simply put, 48% of stocks are less volatile than VRF, and 99% 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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VR Factory Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VR Factory's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VR Factory Games, and traders can use it to determine the average amount a VR Factory'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 = -0.0445
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| Negative Returns | VRF |
Estimated Market Risk
| 5.4 actual daily | 48 52% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VR Factory 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 VR Factory by adding VR Factory to a well-diversified portfolio.
About VR Factory Performance
Assessing VR Factory's fundamental ratios provides investors with valuable insights into VR Factory's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VR Factory is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about VR Factory Games performance evaluation
Checking the ongoing alerts about VR Factory for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VR Factory Games help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VR Factory Games generated a negative expected return over the last 90 days | |
| VR Factory Games has high historical volatility and very poor performance | |
| VR Factory Games has some characteristics of a very speculative penny stock |
- Analyzing VR Factory'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 VR Factory's stock is overvalued or undervalued compared to its peers.
- Examining VR Factory'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 VR Factory's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VR Factory's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VR Factory's stock. These opinions can provide insight into VR Factory's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for VRF Stock Analysis
When running VR Factory's price analysis, check to measure VR Factory'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 VR Factory is operating at the current time. Most of VR Factory's value examination focuses on studying past and present price action to predict the probability of VR Factory's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VR Factory's price. Additionally, you may evaluate how the addition of VR Factory to your portfolios can decrease your overall portfolio volatility.