Sand Nisko (Malaysia) Performance
| 7943 Stock | 0.09 0.01 5.56% |
The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sand Nisko are expected to decrease at a much lower rate. During the bear market, Sand Nisko is likely to outperform the market. At this point, Sand Nisko Capital has a negative expected return of -0.24%. Please make sure to validate Sand Nisko's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Sand Nisko Capital 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 Sand Nisko Capital has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's basic indicators remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Sand |
Sand Nisko Relative Risk vs. Return Landscape
If you would invest 11.00 in Sand Nisko Capital on December 11, 2024 and sell it today you would lose (2.50) from holding Sand Nisko Capital or give up 22.73% of portfolio value over 90 days. Sand Nisko Capital is generating negative expected returns and assumes 6.3698% volatility on return distribution over the 90 days horizon. Simply put, 56% of stocks are less volatile than Sand, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sand Nisko Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sand Nisko's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sand Nisko Capital, and traders can use it to determine the average amount a Sand Nisko'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 = -0.0381
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 7943 |
Estimated Market Risk
| 6.37 actual daily | 56 56% of assets are less volatile |
Expected Return
| -0.24 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 Sand Nisko 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 Sand Nisko by adding Sand Nisko to a well-diversified portfolio.
Things to note about Sand Nisko Capital performance evaluation
Checking the ongoing alerts about Sand Nisko for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sand Nisko Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sand Nisko Capital generated a negative expected return over the last 90 days | |
| Sand Nisko Capital has high historical volatility and very poor performance | |
| Sand Nisko Capital has some characteristics of a very speculative penny stock |
- Analyzing Sand Nisko'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 Sand Nisko's stock is overvalued or undervalued compared to its peers.
- Examining Sand Nisko'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 Sand Nisko's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sand Nisko's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sand Nisko's stock. These opinions can provide insight into Sand Nisko's potential for growth and whether the stock is currently undervalued or overvalued.