AECI (South Africa) Performance
| AFE Stock | 9,120 1,873 0.49% |
The firm owns a Beta (Systematic Risk) of -0.0799, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AECI are expected to decrease at a much lower rate. During the bear market, AECI is likely to outperform the market. At this point, AECI has a negative expected return of -0.27%. Please make sure to confirm AECI's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if AECI performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days AECI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in February 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 3.4 B | |
| Total Cashflows From Investing Activities | -671 M |
AECI |
AECI Relative Risk vs. Return Landscape
If you would invest 984,200 in AECI on October 26, 2024 and sell it today you would lose (152,200) from holding AECI or give up 15.46% of portfolio value over 90 days. AECI is generating negative expected returns and assumes 1.072% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than AECI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AECI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AECI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AECI, and traders can use it to determine the average amount a AECI'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 = -0.2512
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| Negative Returns | AFE |
Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.25 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AECI 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 AECI by adding AECI to a well-diversified portfolio.
AECI Fundamentals Growth
AECI Stock prices reflect investors' perceptions of the future prospects and financial health of AECI, and AECI 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 AECI Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0563 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.07 % | |||
| Current Valuation | 15.34 B | |||
| Shares Outstanding | 105.52 M | |||
| Price To Book | 0.83 X | |||
| Price To Sales | 0.34 X | |||
| Revenue | 26.05 B | |||
| EBITDA | 3.13 B | |||
| Total Debt | 2.87 B | |||
| Book Value Per Share | 107.77 X | |||
| Cash Flow From Operations | 726 M | |||
| Earnings Per Share | 11.67 X | |||
| Total Asset | 24.18 B | |||
About AECI Performance
By analyzing AECI's fundamental ratios, stakeholders can gain valuable insights into AECI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if AECI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if AECI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about AECI performance evaluation
Checking the ongoing alerts about AECI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AECI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AECI generated a negative expected return over the last 90 days | |
| Over 83.0% of the company shares are held by institutions such as insurance companies |
- Analyzing AECI'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 AECI's stock is overvalued or undervalued compared to its peers.
- Examining AECI'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 AECI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AECI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AECI's stock. These opinions can provide insight into AECI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AECI Stock analysis
When running AECI's price analysis, check to measure AECI'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 AECI is operating at the current time. Most of AECI's value examination focuses on studying past and present price action to predict the probability of AECI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AECI's price. Additionally, you may evaluate how the addition of AECI to your portfolios can decrease your overall portfolio volatility.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |