Sociedad Minera (Peru) Performance
| BROCALC1 | 10.00 0.00 0.00% |
The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sociedad Minera are expected to decrease at a much lower rate. During the bear market, Sociedad Minera is likely to outperform the market. At this point, Sociedad Minera el has a negative expected return of -0.33%. Please make sure to validate Sociedad Minera's information ratio, potential upside, and the relationship between the standard deviation and total risk alpha , to decide if Sociedad Minera el performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Sociedad Minera el has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's essential indicators remain rather sound which may send shares a bit higher in February 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
Sociedad |
Sociedad Minera Relative Risk vs. Return Landscape
If you would invest 1,120 in Sociedad Minera el on October 27, 2024 and sell it today you would lose (120.00) from holding Sociedad Minera el or give up 10.71% of portfolio value over 90 days. Sociedad Minera el is generating negative expected returns and assumes 1.8668% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Sociedad, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sociedad Minera Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sociedad Minera's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sociedad Minera el, and traders can use it to determine the average amount a Sociedad Minera'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 = -0.1746
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| Negative Returns | BROCALC1 |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sociedad Minera 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 Sociedad Minera by adding Sociedad Minera to a well-diversified portfolio.
About Sociedad Minera Performance
By analyzing Sociedad Minera's fundamental ratios, stakeholders can gain valuable insights into Sociedad Minera's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sociedad Minera 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 Sociedad Minera 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 Sociedad Minera el performance evaluation
Checking the ongoing alerts about Sociedad Minera for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sociedad Minera el help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sociedad Minera el generated a negative expected return over the last 90 days |
- Analyzing Sociedad Minera'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 Sociedad Minera's stock is overvalued or undervalued compared to its peers.
- Examining Sociedad Minera'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 Sociedad Minera's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sociedad Minera's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sociedad Minera's stock. These opinions can provide insight into Sociedad Minera's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sociedad Stock analysis
When running Sociedad Minera's price analysis, check to measure Sociedad Minera'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 Sociedad Minera is operating at the current time. Most of Sociedad Minera's value examination focuses on studying past and present price action to predict the probability of Sociedad Minera's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sociedad Minera's price. Additionally, you may evaluate how the addition of Sociedad Minera to your portfolios can decrease your overall portfolio volatility.
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