Asseco Poland (Poland) Performance
| ACP Stock | 90.75 0.75 0.83% |
The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Asseco Poland are expected to decrease at a much lower rate. During the bear market, Asseco Poland is likely to outperform the market. At this point, Asseco Poland SA has a negative expected return of -0.0157%. Please make sure to confirm Asseco Poland's downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Asseco Poland SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Asseco Poland SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Asseco Poland is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
| Begin Period Cash Flow | 2.9 B | |
| Total Cashflows From Investing Activities | -599.9 M |
Asseco |
Asseco Poland Relative Risk vs. Return Landscape
If you would invest 9,150 in Asseco Poland SA on August 31, 2024 and sell it today you would lose (150.00) from holding Asseco Poland SA or give up 1.64% of portfolio value over 90 days. Asseco Poland SA is generating negative expected returns and assumes 1.4975% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Asseco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Asseco Poland Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asseco Poland's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Asseco Poland SA, and traders can use it to determine the average amount a Asseco Poland'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 = -0.0105
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ACP |
Estimated Market Risk
| 1.5 actual daily | 13 87% 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 Asseco Poland 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 Asseco Poland by adding Asseco Poland to a well-diversified portfolio.
Asseco Poland Fundamentals Growth
Asseco Stock prices reflect investors' perceptions of the future prospects and financial health of Asseco Poland, and Asseco Poland fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Asseco Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0513 | |||
| Profit Margin | 0.03 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 7.14 B | |||
| Shares Outstanding | 83 M | |||
| Price To Book | 0.95 X | |||
| Price To Sales | 0.36 X | |||
| Revenue | 14.5 B | |||
| EBITDA | 1.65 B | |||
| Total Debt | 1.57 B | |||
| Book Value Per Share | 79.62 X | |||
| Cash Flow From Operations | 1.59 B | |||
| Earnings Per Share | 5.81 X | |||
| Total Asset | 18.57 B | |||
About Asseco Poland Performance
Assessing Asseco Poland's fundamental ratios provides investors with valuable insights into Asseco Poland's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Asseco Poland is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Asseco Poland SA performance evaluation
Checking the ongoing alerts about Asseco Poland for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Asseco Poland SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Asseco Poland SA generated a negative expected return over the last 90 days | |
| About 33.0% of the company shares are held by company insiders |
- Analyzing Asseco Poland'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 Asseco Poland's stock is overvalued or undervalued compared to its peers.
- Examining Asseco Poland'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 Asseco Poland's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Asseco Poland's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Asseco Poland's stock. These opinions can provide insight into Asseco Poland's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Asseco Stock Analysis
When running Asseco Poland's price analysis, check to measure Asseco Poland'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 Asseco Poland is operating at the current time. Most of Asseco Poland's value examination focuses on studying past and present price action to predict the probability of Asseco Poland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asseco Poland's price. Additionally, you may evaluate how the addition of Asseco Poland to your portfolios can decrease your overall portfolio volatility.