Investec (South Africa) Performance
| INL Stock | 12,347 372.00 2.92% |
The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investec is expected to be smaller as well. At this point, Investec has a negative expected return of -0.0565%. Please make sure to check out Investec's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Investec performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Investec has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Investec is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 43.2 B | |
| Total Cashflows From Investing Activities | 35.6 M |
Investec |
Investec Relative Risk vs. Return Landscape
If you would invest 1,286,357 in Investec on September 20, 2024 and sell it today you would lose (51,657) from holding Investec or give up 4.02% of portfolio value over 90 days. Investec is generating negative expected returns and assumes 1.3134% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Investec, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Investec Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Investec, and traders can use it to determine the average amount a Investec'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 = -0.043
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | INL |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Investec 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 Investec by adding Investec to a well-diversified portfolio.
Investec Fundamentals Growth
Investec Stock prices reflect investors' perceptions of the future prospects and financial health of Investec, and Investec fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Investec Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0141 | |||
| Profit Margin | 0.36 % | |||
| Operating Margin | 0.44 % | |||
| Current Valuation | 57.46 B | |||
| Shares Outstanding | 257.58 M | |||
| Price To Book | 1.88 X | |||
| Price To Sales | 12.46 X | |||
| Revenue | 17.62 B | |||
| EBITDA | 24.72 B | |||
| Book Value Per Share | 5.52 X | |||
| Cash Flow From Operations | 8.97 B | |||
| Earnings Per Share | 6.50 X | |||
| Total Asset | 599.13 B | |||
About Investec Performance
By analyzing Investec's fundamental ratios, stakeholders can gain valuable insights into Investec's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Investec 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 Investec 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 Investec performance evaluation
Checking the ongoing alerts about Investec for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Investec help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Investec generated a negative expected return over the last 90 days |
- Analyzing Investec'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 Investec's stock is overvalued or undervalued compared to its peers.
- Examining Investec'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 Investec's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Investec's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Investec's stock. These opinions can provide insight into Investec's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Investec Stock analysis
When running Investec's price analysis, check to measure Investec'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 Investec is operating at the current time. Most of Investec's value examination focuses on studying past and present price action to predict the probability of Investec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec's price. Additionally, you may evaluate how the addition of Investec to your portfolios can decrease your overall portfolio volatility.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |