MCB GROUP (Mauritius) Performance
| MCBG-P Stock | 10.95 0.75 7.35% |
The firm owns a Beta (Systematic Risk) of -0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MCB GROUP are expected to decrease at a much lower rate. During the bear market, MCB GROUP is likely to outperform the market. At this point, MCB GROUP LTD has a negative expected return of -0.0159%. Please make sure to verify MCB GROUP's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if MCB GROUP LTD performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days MCB GROUP LTD has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, MCB GROUP is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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MCB GROUP Relative Risk vs. Return Landscape
If you would invest 1,120 in MCB GROUP LTD on September 28, 2024 and sell it today you would lose (25.00) from holding MCB GROUP LTD or give up 2.23% of portfolio value over 90 days. MCB GROUP LTD is generating negative expected returns and assumes 2.0217% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than MCB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MCB GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCB GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MCB GROUP LTD, and traders can use it to determine the average amount a MCB GROUP'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 = -0.0078
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| Negative Returns | MCBG-P |
Estimated Market Risk
| 2.02 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.02 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 MCB GROUP 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 MCB GROUP by adding MCB GROUP to a well-diversified portfolio.
Things to note about MCB GROUP LTD performance evaluation
Checking the ongoing alerts about MCB GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MCB GROUP LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MCB GROUP LTD generated a negative expected return over the last 90 days |
- Analyzing MCB GROUP'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 MCB GROUP's stock is overvalued or undervalued compared to its peers.
- Examining MCB GROUP'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 MCB GROUP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MCB GROUP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MCB GROUP's stock. These opinions can provide insight into MCB GROUP's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MCB Stock analysis
When running MCB GROUP's price analysis, check to measure MCB GROUP'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 MCB GROUP is operating at the current time. Most of MCB GROUP's value examination focuses on studying past and present price action to predict the probability of MCB GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MCB GROUP's price. Additionally, you may evaluate how the addition of MCB GROUP to your portfolios can decrease your overall portfolio volatility.
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