Cofina SGPS (Germany) Performance

112 Stock   15.65  0.60  3.99%   
The firm shows a Beta (market volatility) of -2.19, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Cofina SGPS are expected to decrease by larger amounts. On the other hand, during market turmoil, Cofina SGPS is expected to outperform it. Cofina SGPS SA right now shows a risk of 14.51%. Please confirm Cofina SGPS SA mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if Cofina SGPS SA will be following its price patterns.

Risk-Adjusted Performance

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Over the last 90 days Cofina SGPS SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively uncertain basic indicators, Cofina SGPS may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
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JavaScript chart by amCharts 3.21.15Cofina SGPS SA Cofina SGPS SA Dividend Benchmark Dow Jones Industrial
  

Cofina SGPS Relative Risk vs. Return Landscape

If you would invest  2,520  in Cofina SGPS SA on October 18, 2024 and sell it today you would lose (955.00) from holding Cofina SGPS SA or give up 37.9% of portfolio value over 90 days. Cofina SGPS SA is generating 0.14% of daily returns and assumes 14.514% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Cofina on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon Cofina SGPS is expected to generate 16.93 times more return on investment than the market. However, the company is 16.93 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.0 per unit of risk.

Cofina SGPS Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Cofina SGPS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cofina SGPS SA, and traders can use it to determine the average amount a Cofina SGPS'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 = 0.0096

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Estimated Market Risk

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96% of assets are less volatile

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Based on monthly moving average Cofina SGPS 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 Cofina SGPS by adding Cofina SGPS to a well-diversified portfolio.

Things to note about Cofina SGPS SA performance evaluation

Checking the ongoing alerts about Cofina SGPS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cofina SGPS SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Cofina SGPS SA had very high historical volatility over the last 90 days
Evaluating Cofina SGPS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Cofina SGPS's stock performance include:
  • Analyzing Cofina SGPS'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 Cofina SGPS's stock is overvalued or undervalued compared to its peers.
  • Examining Cofina SGPS'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 Cofina SGPS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cofina SGPS's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Cofina SGPS's stock. These opinions can provide insight into Cofina SGPS's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Cofina SGPS's stock performance is not an exact science, and many factors can impact Cofina SGPS's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Additional Tools for Cofina Stock Analysis

When running Cofina SGPS's price analysis, check to measure Cofina SGPS'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 Cofina SGPS is operating at the current time. Most of Cofina SGPS's value examination focuses on studying past and present price action to predict the probability of Cofina SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cofina SGPS's price. Additionally, you may evaluate how the addition of Cofina SGPS to your portfolios can decrease your overall portfolio volatility.