Maat Pharma (France) Performance
| MAAT Stock | 6.62 0.02 0.30% |
The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maat Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maat Pharma is expected to be smaller as well. At this point, Maat Pharma SA has a negative expected return of -0.25%. Please make sure to verify Maat Pharma's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Maat Pharma SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Maat Pharma SA has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Maat |
Maat Pharma Relative Risk vs. Return Landscape
If you would invest 794.00 in Maat Pharma SA on November 29, 2024 and sell it today you would lose (132.00) from holding Maat Pharma SA or give up 16.62% of portfolio value over 90 days. Maat Pharma SA is generating negative expected returns and assumes 2.8018% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than Maat, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Maat Pharma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maat Pharma's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Maat Pharma SA, and traders can use it to determine the average amount a Maat Pharma'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 = -0.0907
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| Negative Returns | MAAT |
Estimated Market Risk
| 2.8 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Maat Pharma 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 Maat Pharma by adding Maat Pharma to a well-diversified portfolio.
Things to note about Maat Pharma SA performance evaluation
Checking the ongoing alerts about Maat Pharma for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Maat Pharma SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Maat Pharma SA generated a negative expected return over the last 90 days |
- Analyzing Maat Pharma'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 Maat Pharma's stock is overvalued or undervalued compared to its peers.
- Examining Maat Pharma'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 Maat Pharma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maat Pharma's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Maat Pharma's stock. These opinions can provide insight into Maat Pharma's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Maat Stock analysis
When running Maat Pharma's price analysis, check to measure Maat Pharma'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 Maat Pharma is operating at the current time. Most of Maat Pharma's value examination focuses on studying past and present price action to predict the probability of Maat Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maat Pharma's price. Additionally, you may evaluate how the addition of Maat Pharma to your portfolios can decrease your overall portfolio volatility.
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