Sn Hf (Iceland) Performance
| SYN Stock | 28.40 0.60 2.16% |
The entity owns a Beta (Systematic Risk) of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sn Hf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sn Hf is expected to be smaller as well. At this point, Sn hf has a negative expected return of -0.14%. Please make sure to validate Sn Hf's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Sn hf performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Sn hf has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
SYN |
Sn Hf Relative Risk vs. Return Landscape
If you would invest 3,220 in Sn hf on December 17, 2024 and sell it today you would lose (380.00) from holding Sn hf or give up 11.8% of portfolio value over 90 days. Sn hf is producing return of less than zero assuming 3.7194% volatility of returns over the 90 days investment horizon. Simply put, 33% of all stocks have less volatile historical return distribution than Sn Hf, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sn Hf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sn Hf's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sn hf, and traders can use it to determine the average amount a Sn Hf'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 = -0.0375
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| Negative Returns | SYN |
Estimated Market Risk
| 3.72 actual daily | 33 67% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sn Hf 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 Sn Hf by adding Sn Hf to a well-diversified portfolio.
Things to note about Sn hf performance evaluation
Checking the ongoing alerts about Sn Hf for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sn hf help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sn hf generated a negative expected return over the last 90 days | |
| Sn hf has high historical volatility and very poor performance |
- Analyzing Sn Hf'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 Sn Hf's stock is overvalued or undervalued compared to its peers.
- Examining Sn Hf'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 Sn Hf's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sn Hf's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sn Hf's stock. These opinions can provide insight into Sn Hf's potential for growth and whether the stock is currently undervalued or overvalued.
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When running Sn Hf's price analysis, check to measure Sn Hf'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 Sn Hf is operating at the current time. Most of Sn Hf's value examination focuses on studying past and present price action to predict the probability of Sn Hf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sn Hf's price. Additionally, you may evaluate how the addition of Sn Hf to your portfolios can decrease your overall portfolio volatility.
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