SYSTEMAIR (Germany) Performance
| 52SA Stock | 7.49 0.01 0.13% |
The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SYSTEMAIR are expected to decrease at a much lower rate. During the bear market, SYSTEMAIR is likely to outperform the market. At this point, SYSTEMAIR AB has a negative expected return of -0.0225%. Please make sure to validate SYSTEMAIR's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if SYSTEMAIR AB 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 SYSTEMAIR AB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, SYSTEMAIR is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
SYSTEMAIR |
SYSTEMAIR Relative Risk vs. Return Landscape
If you would invest 768.00 in SYSTEMAIR AB on December 21, 2024 and sell it today you would lose (19.00) from holding SYSTEMAIR AB or give up 2.47% of portfolio value over 90 days. SYSTEMAIR AB is producing return of less than zero assuming 2.0032% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than SYSTEMAIR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SYSTEMAIR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SYSTEMAIR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SYSTEMAIR AB, and traders can use it to determine the average amount a SYSTEMAIR'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 = -0.0112
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 52SA |
Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SYSTEMAIR 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 SYSTEMAIR by adding SYSTEMAIR to a well-diversified portfolio.
Things to note about SYSTEMAIR AB performance evaluation
Checking the ongoing alerts about SYSTEMAIR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SYSTEMAIR AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SYSTEMAIR AB generated a negative expected return over the last 90 days |
- Analyzing SYSTEMAIR'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 SYSTEMAIR's stock is overvalued or undervalued compared to its peers.
- Examining SYSTEMAIR'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 SYSTEMAIR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SYSTEMAIR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SYSTEMAIR's stock. These opinions can provide insight into SYSTEMAIR's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SYSTEMAIR Stock analysis
When running SYSTEMAIR's price analysis, check to measure SYSTEMAIR'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 SYSTEMAIR is operating at the current time. Most of SYSTEMAIR's value examination focuses on studying past and present price action to predict the probability of SYSTEMAIR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SYSTEMAIR's price. Additionally, you may evaluate how the addition of SYSTEMAIR to your portfolios can decrease your overall portfolio volatility.
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