ENGIE Brasil (Germany) Performance
| 7TE1 Stock | 5.10 0.05 0.97% |
The firm shows a Beta (market volatility) of 0.0657, which means not very significant fluctuations relative to the market. As returns on the market increase, ENGIE Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding ENGIE Brasil is expected to be smaller as well. At this point, ENGIE Brasil Energia has a negative expected return of -0.28%. Please make sure to confirm ENGIE Brasil's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if ENGIE Brasil Energia performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ENGIE Brasil Energia has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in February 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
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ENGIE Brasil Relative Risk vs. Return Landscape
If you would invest 639.00 in ENGIE Brasil Energia on October 10, 2024 and sell it today you would lose (104.00) from holding ENGIE Brasil Energia or give up 16.28% of portfolio value over 90 days. ENGIE Brasil Energia is generating negative expected returns and assumes 1.9617% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than ENGIE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ENGIE Brasil Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ENGIE Brasil's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ENGIE Brasil Energia, and traders can use it to determine the average amount a ENGIE Brasil'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 = -0.1435
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| Negative Returns | 7TE1 |
Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ENGIE Brasil 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 ENGIE Brasil by adding ENGIE Brasil to a well-diversified portfolio.
Things to note about ENGIE Brasil Energia performance evaluation
Checking the ongoing alerts about ENGIE Brasil for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ENGIE Brasil Energia help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ENGIE Brasil Energia generated a negative expected return over the last 90 days |
- Analyzing ENGIE Brasil'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 ENGIE Brasil's stock is overvalued or undervalued compared to its peers.
- Examining ENGIE Brasil'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 ENGIE Brasil's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ENGIE Brasil's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ENGIE Brasil's stock. These opinions can provide insight into ENGIE Brasil's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ENGIE Stock Analysis
When running ENGIE Brasil's price analysis, check to measure ENGIE Brasil'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 ENGIE Brasil is operating at the current time. Most of ENGIE Brasil's value examination focuses on studying past and present price action to predict the probability of ENGIE Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ENGIE Brasil's price. Additionally, you may evaluate how the addition of ENGIE Brasil to your portfolios can decrease your overall portfolio volatility.