Ctek AB (Sweden) Performance
| CTEK Stock | 14.34 0.34 2.32% |
The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ctek AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ctek AB is expected to be smaller as well. At this point, Ctek AB has a negative expected return of -0.32%. Please make sure to confirm Ctek AB's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Ctek AB 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 Ctek AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in February 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
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Ctek AB Relative Risk vs. Return Landscape
If you would invest 1,766 in Ctek AB on October 5, 2024 and sell it today you would lose (332.00) from holding Ctek AB or give up 18.8% of portfolio value over 90 days. Ctek AB is generating negative expected returns and assumes 2.1907% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Ctek, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Ctek AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ctek AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ctek AB, and traders can use it to determine the average amount a Ctek AB'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 = -0.1475
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| Negative Returns | CTEK |
Estimated Market Risk
| 2.19 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.32 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ctek AB 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 Ctek AB by adding Ctek AB to a well-diversified portfolio.
Things to note about Ctek AB performance evaluation
Checking the ongoing alerts about Ctek AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ctek AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ctek AB generated a negative expected return over the last 90 days |
- Analyzing Ctek AB'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 Ctek AB's stock is overvalued or undervalued compared to its peers.
- Examining Ctek AB'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 Ctek AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ctek AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ctek AB's stock. These opinions can provide insight into Ctek AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Ctek Stock Analysis
When running Ctek AB's price analysis, check to measure Ctek AB'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 Ctek AB is operating at the current time. Most of Ctek AB's value examination focuses on studying past and present price action to predict the probability of Ctek AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ctek AB's price. Additionally, you may evaluate how the addition of Ctek AB to your portfolios can decrease your overall portfolio volatility.