Synthetic Products (Pakistan) Performance
| SPEL Stock | 39.63 0.73 1.88% |
The entity has a beta of 0.0395, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Synthetic Products' returns are expected to increase less than the market. However, during the bear market, the loss of holding Synthetic Products is expected to be smaller as well. At this point, Synthetic Products has a negative expected return of -0.3%. Please make sure to validate Synthetic Products' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Synthetic Products 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 Synthetic Products Enterprises 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 April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Synthetic |
Synthetic Products Relative Risk vs. Return Landscape
If you would invest 4,938 in Synthetic Products Enterprises on December 16, 2024 and sell it today you would lose (975.00) from holding Synthetic Products Enterprises or give up 19.74% of portfolio value over 90 days. Synthetic Products Enterprises is generating negative expected returns and assumes 3.2664% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Synthetic, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Synthetic Products Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Synthetic Products' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Synthetic Products Enterprises, and traders can use it to determine the average amount a Synthetic Products' 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 = -0.0905
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPEL |
Estimated Market Risk
| 3.27 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.3 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 Synthetic Products 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 Synthetic Products by adding Synthetic Products to a well-diversified portfolio.
About Synthetic Products Performance
By analyzing Synthetic Products' fundamental ratios, stakeholders can gain valuable insights into Synthetic Products' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Synthetic Products 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 Synthetic Products 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 Synthetic Products performance evaluation
Checking the ongoing alerts about Synthetic Products for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Synthetic Products help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Synthetic Products generated a negative expected return over the last 90 days | |
| Synthetic Products has high historical volatility and very poor performance |
- Analyzing Synthetic Products' 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 Synthetic Products' stock is overvalued or undervalued compared to its peers.
- Examining Synthetic Products' 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 Synthetic Products' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Synthetic Products' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Synthetic Products' stock. These opinions can provide insight into Synthetic Products' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Synthetic Stock analysis
When running Synthetic Products' price analysis, check to measure Synthetic Products' 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 Synthetic Products is operating at the current time. Most of Synthetic Products' value examination focuses on studying past and present price action to predict the probability of Synthetic Products' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Synthetic Products' price. Additionally, you may evaluate how the addition of Synthetic Products to your portfolios can decrease your overall portfolio volatility.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |