Empresas (Chile) Performance
| ABC Stock | 12.48 0.17 1.34% |
On a scale of 0 to 100, Empresas holds a performance score of 24. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Empresas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Empresas is expected to be smaller as well. Please check Empresas' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Empresas' price patterns will revert.
Risk-Adjusted Performance
Solid
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Compared to the overall equity markets, risk-adjusted returns on investments in Empresas la Polar are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating fundamental indicators, Empresas displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
Empresas |
Empresas Relative Risk vs. Return Landscape
If you would invest 941.00 in Empresas la Polar on December 23, 2024 and sell it today you would earn a total of 307.00 from holding Empresas la Polar or generate 32.62% return on investment over 90 days. Empresas la Polar is generating 0.4676% of daily returns assuming 1.5135% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than Empresas, and 91% 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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Empresas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Empresas' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Empresas la Polar, and traders can use it to determine the average amount a Empresas' 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 = 0.309
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Estimated Market Risk
| 1.51 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.47 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average Empresas is performing at about 24% of its full potential. 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 Empresas by adding it to a well-diversified portfolio.
Things to note about Empresas la Polar performance evaluation
Checking the ongoing alerts about Empresas for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Empresas la Polar help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Empresas' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Empresas' stock performance include:- Analyzing Empresas' 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 Empresas' stock is overvalued or undervalued compared to its peers.
- Examining Empresas' 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 Empresas' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Empresas' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Empresas' stock. These opinions can provide insight into Empresas' potential for growth and whether the stock is currently undervalued or overvalued.