Security Investment (Pakistan) Performance
| SIBL Stock | 7.99 0.49 6.53% |
Security Investment holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of -0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Security Investment are expected to decrease at a much lower rate. During the bear market, Security Investment is likely to outperform the market. Use Security Investment Bank standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Security Investment Bank.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Security Investment Bank are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Security Investment sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Security Investment Relative Risk vs. Return Landscape
If you would invest 486.00 in Security Investment Bank on December 18, 2024 and sell it today you would earn a total of 313.00 from holding Security Investment Bank or generate 64.4% return on investment over 90 days. Security Investment Bank is generating 1.0118% of daily returns and assumes 6.1919% volatility on return distribution over the 90 days horizon. Simply put, 55% of stocks are less volatile than Security, and 80% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Security Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Security Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Security Investment Bank, and traders can use it to determine the average amount a Security Investment'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 = 0.1634
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 6.19 actual daily | 55 55% of assets are less volatile |
Expected Return
| 1.01 actual daily | 20 80% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Security Investment is performing at about 12% of its full potential. 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 Security Investment by adding it to a well-diversified portfolio.
About Security Investment Performance
By analyzing Security Investment's fundamental ratios, stakeholders can gain valuable insights into Security Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Security Investment has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Security Investment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Security Investment Bank performance evaluation
Checking the ongoing alerts about Security Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Security Investment Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Security Investment is way too risky over 90 days horizon | |
| Security Investment appears to be risky and price may revert if volatility continues |
- Analyzing Security Investment'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 Security Investment's stock is overvalued or undervalued compared to its peers.
- Examining Security Investment'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 Security Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Security Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Security Investment's stock. These opinions can provide insight into Security Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Security Stock analysis
When running Security Investment's price analysis, check to measure Security Investment'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 Security Investment is operating at the current time. Most of Security Investment's value examination focuses on studying past and present price action to predict the probability of Security Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Security Investment's price. Additionally, you may evaluate how the addition of Security Investment to your portfolios can decrease your overall portfolio volatility.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |