ABO-GROUP ENVIRONMENT (Germany) Performance
| 3T61 Stock | 4.56 0.10 2.15% |
The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABO-GROUP ENVIRONMENT are expected to decrease at a much lower rate. During the bear market, ABO-GROUP ENVIRONMENT is likely to outperform the market. At this point, ABO GROUP ENVIRONMENT has a negative expected return of -0.32%. Please make sure to confirm ABO-GROUP ENVIRONMENT's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if ABO GROUP ENVIRONMENT performance from the past will be repeated in the future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days ABO GROUP ENVIRONMENT has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
ABO-GROUP |
ABO-GROUP ENVIRONMENT Relative Risk vs. Return Landscape
If you would invest 555.00 in ABO GROUP ENVIRONMENT on October 22, 2024 and sell it today you would lose (99.00) from holding ABO GROUP ENVIRONMENT or give up 17.84% of portfolio value over 90 days. ABO GROUP ENVIRONMENT is producing return of less than zero assuming 1.4481% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than ABO-GROUP ENVIRONMENT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABO-GROUP ENVIRONMENT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABO-GROUP ENVIRONMENT's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABO GROUP ENVIRONMENT, and traders can use it to determine the average amount a ABO-GROUP ENVIRONMENT'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 = -0.2185
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3T61 |
Estimated Market Risk
| 1.45 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.32 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABO-GROUP ENVIRONMENT 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 ABO-GROUP ENVIRONMENT by adding ABO-GROUP ENVIRONMENT to a well-diversified portfolio.
Things to note about ABO GROUP ENVIRONMENT performance evaluation
Checking the ongoing alerts about ABO-GROUP ENVIRONMENT for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABO GROUP ENVIRONMENT help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ABO-GROUP ENVIRONMENT generated a negative expected return over the last 90 days |
- Analyzing ABO-GROUP ENVIRONMENT'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 ABO-GROUP ENVIRONMENT's stock is overvalued or undervalued compared to its peers.
- Examining ABO-GROUP ENVIRONMENT'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 ABO-GROUP ENVIRONMENT's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABO-GROUP ENVIRONMENT's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABO-GROUP ENVIRONMENT's stock. These opinions can provide insight into ABO-GROUP ENVIRONMENT's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ABO-GROUP Stock analysis
When running ABO-GROUP ENVIRONMENT's price analysis, check to measure ABO-GROUP ENVIRONMENT'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 ABO-GROUP ENVIRONMENT is operating at the current time. Most of ABO-GROUP ENVIRONMENT's value examination focuses on studying past and present price action to predict the probability of ABO-GROUP ENVIRONMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABO-GROUP ENVIRONMENT's price. Additionally, you may evaluate how the addition of ABO-GROUP ENVIRONMENT to your portfolios can decrease your overall portfolio volatility.
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| CEOs Directory Screen CEOs from public companies around the world |