Boxer Retail (South Africa) Performance
| BOX Stock | 6,350 10.00 0.16% |
On a scale of 0 to 100, Boxer Retail holds a performance score of 14. The firm shows a Beta (market volatility) of 0.0042, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boxer Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boxer Retail is expected to be smaller as well. Please check Boxer Retail's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Boxer Retail's price patterns will revert.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Boxer Retail are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Boxer Retail exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Boxer |
Boxer Retail Relative Risk vs. Return Landscape
If you would invest 540,000 in Boxer Retail on October 9, 2024 and sell it today you would earn a total of 95,000 from holding Boxer Retail or generate 17.59% return on investment over 90 days. Boxer Retail is generating 0.6875% of daily returns and assumes 3.7649% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Boxer, and 87% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Boxer Retail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boxer Retail's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Boxer Retail, and traders can use it to determine the average amount a Boxer Retail'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 = 0.1826
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | BOX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.76 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.69 actual daily | 13 87% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Boxer Retail is performing at about 14% 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 Boxer Retail by adding it to a well-diversified portfolio.
Things to note about Boxer Retail performance evaluation
Checking the ongoing alerts about Boxer Retail for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Boxer Retail help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Boxer Retail appears to be risky and price may revert if volatility continues |
- Analyzing Boxer Retail'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 Boxer Retail's stock is overvalued or undervalued compared to its peers.
- Examining Boxer Retail'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 Boxer Retail's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Boxer Retail's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Boxer Retail's stock. These opinions can provide insight into Boxer Retail's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Boxer Stock analysis
When running Boxer Retail's price analysis, check to measure Boxer Retail'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 Boxer Retail is operating at the current time. Most of Boxer Retail's value examination focuses on studying past and present price action to predict the probability of Boxer Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boxer Retail's price. Additionally, you may evaluate how the addition of Boxer Retail to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |