Nabtesco Corp (Germany) Performance
| 3N8 Stock | 14.90 0.20 1.36% |
The company secures a Beta (Market Risk) of -0.0273, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nabtesco Corp are expected to decrease at a much lower rate. During the bear market, Nabtesco Corp is likely to outperform the market. At this point, Nabtesco Corp has a negative expected return of -0.15%. Please make sure to verify Nabtesco Corp's jensen alpha, skewness, and the relationship between the variance and treynor ratio , to decide if Nabtesco Corp 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 Nabtesco Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Nabtesco |
Nabtesco Corp Relative Risk vs. Return Landscape
If you would invest 1,645 in Nabtesco Corp on December 14, 2024 and sell it today you would lose (155.00) from holding Nabtesco Corp or give up 9.42% of portfolio value over 90 days. Nabtesco Corp is generating negative expected returns and assumes 1.9978% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Nabtesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nabtesco Corp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nabtesco Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nabtesco Corp, and traders can use it to determine the average amount a Nabtesco Corp'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 = -0.0739
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3N8 |
Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nabtesco Corp 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 Nabtesco Corp by adding Nabtesco Corp to a well-diversified portfolio.
Things to note about Nabtesco Corp performance evaluation
Checking the ongoing alerts about Nabtesco Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nabtesco Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nabtesco Corp generated a negative expected return over the last 90 days |
- Analyzing Nabtesco Corp'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 Nabtesco Corp's stock is overvalued or undervalued compared to its peers.
- Examining Nabtesco Corp'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 Nabtesco Corp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nabtesco Corp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nabtesco Corp's stock. These opinions can provide insight into Nabtesco Corp's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Nabtesco Stock Analysis
When running Nabtesco Corp's price analysis, check to measure Nabtesco Corp'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 Nabtesco Corp is operating at the current time. Most of Nabtesco Corp's value examination focuses on studying past and present price action to predict the probability of Nabtesco Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nabtesco Corp's price. Additionally, you may evaluate how the addition of Nabtesco Corp to your portfolios can decrease your overall portfolio volatility.