BANK OF AFRICA (Morocco) Performance
| BANK-OF-AFRICA | 192.00 2.00 1.03% |
The firm shows a Beta (market volatility) of -0.0153, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BANK OF AFRICA are expected to decrease at a much lower rate. During the bear market, BANK OF AFRICA is likely to outperform the market. At this point, BANK OF AFRICA has a negative expected return of -0.0047%. Please make sure to confirm BANK OF AFRICA's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if BANK OF AFRICA performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days BANK OF AFRICA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, BANK OF AFRICA is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
BANK |
BANK OF AFRICA Relative Risk vs. Return Landscape
If you would invest 19,300 in BANK OF AFRICA on September 12, 2024 and sell it today you would lose (100.00) from holding BANK OF AFRICA or give up 0.52% of portfolio value over 90 days. BANK OF AFRICA is generating negative expected returns and assumes 0.8869% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than BANK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BANK OF AFRICA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANK OF AFRICA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BANK OF AFRICA, and traders can use it to determine the average amount a BANK OF AFRICA'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 = -0.0052
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| Negative Returns | BANK-OF-AFRICA |
Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BANK OF AFRICA 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 BANK OF AFRICA by adding BANK OF AFRICA to a well-diversified portfolio.
Things to note about BANK OF AFRICA performance evaluation
Checking the ongoing alerts about BANK OF AFRICA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BANK OF AFRICA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BANK OF AFRICA generated a negative expected return over the last 90 days |
- Analyzing BANK OF AFRICA'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 BANK OF AFRICA's stock is overvalued or undervalued compared to its peers.
- Examining BANK OF AFRICA'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 BANK OF AFRICA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BANK OF AFRICA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BANK OF AFRICA's stock. These opinions can provide insight into BANK OF AFRICA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BANK Stock analysis
When running BANK OF AFRICA's price analysis, check to measure BANK OF AFRICA'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 BANK OF AFRICA is operating at the current time. Most of BANK OF AFRICA's value examination focuses on studying past and present price action to predict the probability of BANK OF AFRICA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BANK OF AFRICA's price. Additionally, you may evaluate how the addition of BANK OF AFRICA to your portfolios can decrease your overall portfolio volatility.
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