KOC METALURJI (Turkey) Performance
| KOCMT Stock | 15.41 0.11 0.71% |
The company owns a Beta (Systematic Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KOC METALURJI's returns are expected to increase less than the market. However, during the bear market, the loss of holding KOC METALURJI is expected to be smaller as well. At this point, KOC METALURJI has a negative expected return of -0.0469%. Please make sure to verify KOC METALURJI's total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if KOC METALURJI performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days KOC METALURJI has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong forward indicators, KOC METALURJI is not utilizing all of its potentials. The newest stock price confusion, may contribute to short-horizon losses for the traders. ...more
KOC |
KOC METALURJI Relative Risk vs. Return Landscape
If you would invest 1,623 in KOC METALURJI on October 25, 2024 and sell it today you would lose (82.00) from holding KOC METALURJI or give up 5.05% of portfolio value over 90 days. KOC METALURJI is generating negative expected returns and assumes 2.6879% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than KOC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KOC METALURJI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KOC METALURJI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KOC METALURJI, and traders can use it to determine the average amount a KOC METALURJI'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 = -0.0175
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| Negative Returns | KOCMT |
Estimated Market Risk
| 2.69 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KOC METALURJI 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 KOC METALURJI by adding KOC METALURJI to a well-diversified portfolio.
Things to note about KOC METALURJI performance evaluation
Checking the ongoing alerts about KOC METALURJI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KOC METALURJI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KOC METALURJI generated a negative expected return over the last 90 days |
- Analyzing KOC METALURJI'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 KOC METALURJI's stock is overvalued or undervalued compared to its peers.
- Examining KOC METALURJI'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 KOC METALURJI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KOC METALURJI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KOC METALURJI's stock. These opinions can provide insight into KOC METALURJI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KOC Stock analysis
When running KOC METALURJI's price analysis, check to measure KOC METALURJI'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 KOC METALURJI is operating at the current time. Most of KOC METALURJI's value examination focuses on studying past and present price action to predict the probability of KOC METALURJI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KOC METALURJI's price. Additionally, you may evaluate how the addition of KOC METALURJI to your portfolios can decrease your overall portfolio volatility.
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