XL Holdings (Malaysia) Performance
| 7121 Stock | 0.52 0.00 0.00% |
The firm owns a Beta (Systematic Risk) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, XL Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding XL Holdings is expected to be smaller as well. At this point, XL Holdings Bhd has a negative expected return of -0.049%. Please make sure to check out XL Holdings' market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if XL Holdings Bhd performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days XL Holdings Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, XL Holdings is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
7121 |
XL Holdings Relative Risk vs. Return Landscape
If you would invest 54.00 in XL Holdings Bhd on September 30, 2024 and sell it today you would lose (2.00) from holding XL Holdings Bhd or give up 3.7% of portfolio value over 90 days. XL Holdings Bhd is generating negative expected returns and assumes 1.3963% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than 7121, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
XL Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for XL Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as XL Holdings Bhd, and traders can use it to determine the average amount a XL Holdings' 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 = -0.0351
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| Negative Returns | 7121 |
Estimated Market Risk
| 1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.05 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 XL Holdings 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 XL Holdings by adding XL Holdings to a well-diversified portfolio.
Things to note about XL Holdings Bhd performance evaluation
Checking the ongoing alerts about XL Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for XL Holdings Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| XL Holdings Bhd generated a negative expected return over the last 90 days | |
| XL Holdings Bhd has some characteristics of a very speculative penny stock |
- Analyzing XL Holdings' 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 XL Holdings' stock is overvalued or undervalued compared to its peers.
- Examining XL Holdings' 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 XL Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of XL Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of XL Holdings' stock. These opinions can provide insight into XL Holdings' potential for growth and whether the stock is currently undervalued or overvalued.