Sand Nisko (Malaysia) Performance
| 7943 Stock | 0.10 0.01 9.09% |
Sand Nisko holds a performance score of 5 on a scale of zero to a hundred. The entity has a beta of -0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sand Nisko are expected to decrease at a much lower rate. During the bear market, Sand Nisko is likely to outperform the market. Use Sand Nisko Capital information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Sand Nisko Capital.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Sand Nisko Capital are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Sand Nisko disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
Sand |
Sand Nisko Relative Risk vs. Return Landscape
If you would invest 23.00 in Sand Nisko Capital on September 20, 2024 and sell it today you would lose (13.00) from holding Sand Nisko Capital or give up 56.52% of portfolio value over 90 days. Sand Nisko Capital is generating 1.9539% of daily returns and assumes 28.5852% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Sand on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sand Nisko Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sand Nisko's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sand Nisko Capital, and traders can use it to determine the average amount a Sand Nisko'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 = 0.0684
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | 7943 | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 28.59 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.95 actual daily | 38 62% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Sand Nisko is performing at about 5% 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 Sand Nisko by adding it to a well-diversified portfolio.
Things to note about Sand Nisko Capital performance evaluation
Checking the ongoing alerts about Sand Nisko for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sand Nisko Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sand Nisko Capital is way too risky over 90 days horizon | |
| Sand Nisko Capital has some characteristics of a very speculative penny stock | |
| Sand Nisko Capital appears to be risky and price may revert if volatility continues |
- Analyzing Sand Nisko'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 Sand Nisko's stock is overvalued or undervalued compared to its peers.
- Examining Sand Nisko'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 Sand Nisko's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sand Nisko's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sand Nisko's stock. These opinions can provide insight into Sand Nisko's potential for growth and whether the stock is currently undervalued or overvalued.