Engro Poly (Pakistan) Performance
| EPCLPS Stock | 11.11 0.69 5.85% |
The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Engro Poly's returns are expected to increase less than the market. However, during the bear market, the loss of holding Engro Poly is expected to be smaller as well. Engro Poly right now shows a risk of 2.97%. Please confirm Engro Poly jensen alpha, as well as the relationship between the kurtosis and price action indicator , to decide if Engro Poly will be following its price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Over the last 90 days Engro Poly has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong essential indicators, Engro Poly is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Engro |
Engro Poly Relative Risk vs. Return Landscape
If you would invest 1,120 in Engro Poly on December 14, 2024 and sell it today you would lose (9.00) from holding Engro Poly or give up 0.8% of portfolio value over 90 days. Engro Poly is generating 0.0277% of daily returns and assumes 2.9725% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Engro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Engro Poly Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Engro Poly's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Engro Poly, and traders can use it to determine the average amount a Engro Poly'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 = 0.0093
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| Negative Returns | EPCLPS |
Estimated Market Risk
| 2.97 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Engro Poly 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 Engro Poly by adding Engro Poly to a well-diversified portfolio.
Things to note about Engro Poly performance evaluation
Checking the ongoing alerts about Engro Poly for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Engro Poly help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Engro Poly's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Engro Poly's stock performance include:- Analyzing Engro Poly'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 Engro Poly's stock is overvalued or undervalued compared to its peers.
- Examining Engro Poly'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 Engro Poly's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Engro Poly's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Engro Poly's stock. These opinions can provide insight into Engro Poly's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Engro Stock analysis
When running Engro Poly's price analysis, check to measure Engro Poly'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 Engro Poly is operating at the current time. Most of Engro Poly's value examination focuses on studying past and present price action to predict the probability of Engro Poly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engro Poly's price. Additionally, you may evaluate how the addition of Engro Poly to your portfolios can decrease your overall portfolio volatility.
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