BROWNS INVESTMENTS (Sri Lanka) Performance
| BILN0000 | LKR 7.50 0.20 2.74% |
On a scale of 0 to 100, BROWNS INVESTMENTS holds a performance score of 8. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BROWNS INVESTMENTS's returns are expected to increase less than the market. However, during the bear market, the loss of holding BROWNS INVESTMENTS is expected to be smaller as well. Please check BROWNS INVESTMENTS's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BROWNS INVESTMENTS's price patterns will revert.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in BROWNS INVESTMENTS PLC are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, BROWNS INVESTMENTS sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
BROWNS |
BROWNS INVESTMENTS Relative Risk vs. Return Landscape
If you would invest 640.00 in BROWNS INVESTMENTS PLC on December 19, 2024 and sell it today you would earn a total of 110.00 from holding BROWNS INVESTMENTS PLC or generate 17.19% return on investment over 90 days. BROWNS INVESTMENTS PLC is generating 0.3263% of daily returns and assumes 3.1792% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than BROWNS, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BROWNS INVESTMENTS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BROWNS INVESTMENTS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BROWNS INVESTMENTS PLC, and traders can use it to determine the average amount a BROWNS INVESTMENTS'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 = 0.1026
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Estimated Market Risk
| 3.18 actual daily | 28 72% of assets are more volatile |
Expected Return
| 0.33 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average BROWNS INVESTMENTS is performing at about 8% 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 BROWNS INVESTMENTS by adding it to a well-diversified portfolio.
About BROWNS INVESTMENTS Performance
By analyzing BROWNS INVESTMENTS's fundamental ratios, stakeholders can gain valuable insights into BROWNS INVESTMENTS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BROWNS INVESTMENTS has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BROWNS INVESTMENTS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about BROWNS INVESTMENTS PLC performance evaluation
Checking the ongoing alerts about BROWNS INVESTMENTS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BROWNS INVESTMENTS PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BROWNS INVESTMENTS had very high historical volatility over the last 90 days |
- Analyzing BROWNS INVESTMENTS'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 BROWNS INVESTMENTS's stock is overvalued or undervalued compared to its peers.
- Examining BROWNS INVESTMENTS'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 BROWNS INVESTMENTS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BROWNS INVESTMENTS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BROWNS INVESTMENTS's stock. These opinions can provide insight into BROWNS INVESTMENTS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BROWNS Stock analysis
When running BROWNS INVESTMENTS's price analysis, check to measure BROWNS INVESTMENTS'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 BROWNS INVESTMENTS is operating at the current time. Most of BROWNS INVESTMENTS's value examination focuses on studying past and present price action to predict the probability of BROWNS INVESTMENTS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BROWNS INVESTMENTS's price. Additionally, you may evaluate how the addition of BROWNS INVESTMENTS to your portfolios can decrease your overall portfolio volatility.
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