NAT ABSOLUTE (Thailand) Performance
| NAT Stock | 3.74 0.04 1.06% |
The firm secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NAT ABSOLUTE's returns are expected to increase less than the market. However, during the bear market, the loss of holding NAT ABSOLUTE is expected to be smaller as well. At this point, NAT ABSOLUTE TECHNOLOGIES has a negative expected return of -0.23%. Please make sure to verify NAT ABSOLUTE's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if NAT ABSOLUTE TECHNOLOGIES performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days NAT ABSOLUTE TECHNOLOGIES has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's basic indicators remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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NAT ABSOLUTE Relative Risk vs. Return Landscape
If you would invest 432.00 in NAT ABSOLUTE TECHNOLOGIES on December 18, 2024 and sell it today you would lose (58.00) from holding NAT ABSOLUTE TECHNOLOGIES or give up 13.43% of portfolio value over 90 days. NAT ABSOLUTE TECHNOLOGIES is producing return of less than zero assuming 1.3617% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than NAT ABSOLUTE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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NAT ABSOLUTE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NAT ABSOLUTE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NAT ABSOLUTE TECHNOLOGIES, and traders can use it to determine the average amount a NAT ABSOLUTE'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 = -0.1666
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| Negative Returns | NAT |
Estimated Market Risk
| 1.36 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NAT ABSOLUTE 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 NAT ABSOLUTE by adding NAT ABSOLUTE to a well-diversified portfolio.
Things to note about NAT ABSOLUTE TECHNOLOGIES performance evaluation
Checking the ongoing alerts about NAT ABSOLUTE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NAT ABSOLUTE TECHNOLOGIES help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NAT ABSOLUTE generated a negative expected return over the last 90 days |
- Analyzing NAT ABSOLUTE'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 NAT ABSOLUTE's stock is overvalued or undervalued compared to its peers.
- Examining NAT ABSOLUTE'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 NAT ABSOLUTE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NAT ABSOLUTE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NAT ABSOLUTE's stock. These opinions can provide insight into NAT ABSOLUTE's potential for growth and whether the stock is currently undervalued or overvalued.