AFRIQUIA GAZ (Morocco) Performance
| AFRIQUIA-GAZ | 3,800 20.00 0.52% |
The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AFRIQUIA GAZ are expected to decrease at a much lower rate. During the bear market, AFRIQUIA GAZ is likely to outperform the market. At this point, AFRIQUIA GAZ has a negative expected return of -0.01%. Please make sure to confirm AFRIQUIA GAZ's maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if AFRIQUIA GAZ performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days AFRIQUIA GAZ has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong basic indicators, AFRIQUIA GAZ is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
AFRIQUIA |
AFRIQUIA GAZ Relative Risk vs. Return Landscape
If you would invest 383,000 in AFRIQUIA GAZ on September 15, 2024 and sell it today you would lose (3,000) from holding AFRIQUIA GAZ or give up 0.78% of portfolio value over 90 days. AFRIQUIA GAZ is generating negative expected returns and assumes 0.7708% volatility on return distribution over the 90 days horizon. Simply put, 6% of stocks are less volatile than AFRIQUIA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AFRIQUIA GAZ Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AFRIQUIA GAZ's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AFRIQUIA GAZ, and traders can use it to determine the average amount a AFRIQUIA GAZ'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 = -0.0129
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| Negative Returns | AFRIQUIA-GAZ |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.01 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 AFRIQUIA GAZ 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 AFRIQUIA GAZ by adding AFRIQUIA GAZ to a well-diversified portfolio.
Things to note about AFRIQUIA GAZ performance evaluation
Checking the ongoing alerts about AFRIQUIA GAZ for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AFRIQUIA GAZ help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AFRIQUIA GAZ generated a negative expected return over the last 90 days |
- Analyzing AFRIQUIA GAZ'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 AFRIQUIA GAZ's stock is overvalued or undervalued compared to its peers.
- Examining AFRIQUIA GAZ'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 AFRIQUIA GAZ's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AFRIQUIA GAZ's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AFRIQUIA GAZ's stock. These opinions can provide insight into AFRIQUIA GAZ's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AFRIQUIA Stock analysis
When running AFRIQUIA GAZ's price analysis, check to measure AFRIQUIA GAZ'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 AFRIQUIA GAZ is operating at the current time. Most of AFRIQUIA GAZ's value examination focuses on studying past and present price action to predict the probability of AFRIQUIA GAZ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AFRIQUIA GAZ's price. Additionally, you may evaluate how the addition of AFRIQUIA GAZ to your portfolios can decrease your overall portfolio volatility.
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