Shadab Textile (Pakistan) Performance
| SHDT Stock | 22.55 0.98 4.54% |
The entity has a beta of -0.0426, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shadab Textile are expected to decrease at a much lower rate. During the bear market, Shadab Textile is likely to outperform the market. At this point, Shadab Textile Mills has a negative expected return of -0.1%. Please make sure to validate Shadab Textile's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Shadab Textile Mills 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 Shadab Textile Mills has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Shadab |
Shadab Textile Relative Risk vs. Return Landscape
If you would invest 2,515 in Shadab Textile Mills on December 13, 2024 and sell it today you would lose (260.00) from holding Shadab Textile Mills or give up 10.34% of portfolio value over 90 days. Shadab Textile Mills is generating negative expected returns and assumes 3.9185% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Shadab, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shadab Textile Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shadab Textile's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shadab Textile Mills, and traders can use it to determine the average amount a Shadab Textile'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 = -0.0264
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| Negative Returns | SHDT |
Estimated Market Risk
| 3.92 actual daily | 34 66% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shadab Textile 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 Shadab Textile by adding Shadab Textile to a well-diversified portfolio.
Things to note about Shadab Textile Mills performance evaluation
Checking the ongoing alerts about Shadab Textile for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shadab Textile Mills help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shadab Textile Mills generated a negative expected return over the last 90 days | |
| Shadab Textile Mills has high historical volatility and very poor performance |
- Analyzing Shadab Textile'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 Shadab Textile's stock is overvalued or undervalued compared to its peers.
- Examining Shadab Textile'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 Shadab Textile's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shadab Textile's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shadab Textile's stock. These opinions can provide insight into Shadab Textile's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shadab Stock analysis
When running Shadab Textile's price analysis, check to measure Shadab Textile'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 Shadab Textile is operating at the current time. Most of Shadab Textile's value examination focuses on studying past and present price action to predict the probability of Shadab Textile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shadab Textile's price. Additionally, you may evaluate how the addition of Shadab Textile to your portfolios can decrease your overall portfolio volatility.
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