Iproeb SA (Romania) Performance
| IPRU Stock | 1.33 0.05 3.62% |
The company retains a Market Volatility (i.e., Beta) of -0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Iproeb SA are expected to decrease at a much lower rate. During the bear market, Iproeb SA is likely to outperform the market. At this point, Iproeb SA has a negative expected return of -0.38%. Please make sure to check out Iproeb SA's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Iproeb SA 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 Iproeb SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in January 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Iproeb |
Iproeb SA Relative Risk vs. Return Landscape
If you would invest 172.00 in Iproeb SA on September 27, 2024 and sell it today you would lose (39.00) from holding Iproeb SA or give up 22.67% of portfolio value over 90 days. Iproeb SA is generating negative expected returns and assumes 2.3829% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Iproeb, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Iproeb SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Iproeb SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Iproeb SA, and traders can use it to determine the average amount a Iproeb SA'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 = -0.1591
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| Negative Returns | IPRU |
Estimated Market Risk
| 2.38 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.38 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Iproeb SA 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 Iproeb SA by adding Iproeb SA to a well-diversified portfolio.
Things to note about Iproeb SA performance evaluation
Checking the ongoing alerts about Iproeb SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Iproeb SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Iproeb SA generated a negative expected return over the last 90 days | |
| Iproeb SA may become a speculative penny stock |
- Analyzing Iproeb SA'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 Iproeb SA's stock is overvalued or undervalued compared to its peers.
- Examining Iproeb SA'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 Iproeb SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Iproeb SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Iproeb SA's stock. These opinions can provide insight into Iproeb SA's potential for growth and whether the stock is currently undervalued or overvalued.