E M (Sri Lanka) Performance
| EMLN0000 | 3.70 0.10 2.63% |
On a scale of 0 to 100, E M holds a performance score of 6. The firm shows a Beta (market volatility) of 1.01, which means a somewhat significant risk relative to the market. E M returns are very sensitive to returns on the market. As the market goes up or down, E M is expected to follow. Please check E M's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether E M's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in E M L are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, E M sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
EMLN0000 |
E M Relative Risk vs. Return Landscape
If you would invest 310.00 in E M L on September 20, 2024 and sell it today you would earn a total of 60.00 from holding E M L or generate 19.35% return on investment over 90 days. E M L is generating 0.3842% of daily returns and assumes 4.4799% volatility on return distribution over the 90 days horizon. Simply put, 39% of stocks are less volatile than EMLN0000, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
E M Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for E M's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as E M L, and traders can use it to determine the average amount a E M'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 = 0.0858
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Estimated Market Risk
| 4.48 actual daily | 39 61% of assets are more volatile |
Expected Return
| 0.38 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average E M is performing at about 6% 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 E M by adding it to a well-diversified portfolio.
About E M Performance
By analyzing E M's fundamental ratios, stakeholders can gain valuable insights into E M's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if E M 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 E M 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 E M L performance evaluation
Checking the ongoing alerts about E M for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for E M L help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| E M L had very high historical volatility over the last 90 days |
- Analyzing E M'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 E M's stock is overvalued or undervalued compared to its peers.
- Examining E M'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 E M's management team can have a significant impact on its success or failure. Reviewing the track record and experience of E M's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of E M's stock. These opinions can provide insight into E M's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for EMLN0000 Stock analysis
When running E M's price analysis, check to measure E M'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 E M is operating at the current time. Most of E M's value examination focuses on studying past and present price action to predict the probability of E M's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move E M's price. Additionally, you may evaluate how the addition of E M to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |