Allos SA (Brazil) Performance
| ALOS3 Stock | 19.08 0.57 3.08% |
Allos SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allos SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allos SA is expected to be smaller as well. Allos SA right now shows a risk of 1.65%. Please confirm Allos SA jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Allos SA will be following its price patterns.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in Allos SA are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Allos SA is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Allos SA Relative Risk vs. Return Landscape
If you would invest 1,850 in Allos SA on December 17, 2024 and sell it today you would earn a total of 58.00 from holding Allos SA or generate 3.14% return on investment over 90 days. Allos SA is generating 0.0656% of daily returns and assumes 1.6496% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Allos, 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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Allos SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allos SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allos SA, and traders can use it to determine the average amount a Allos SA'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 = 0.0398
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| Cash | Small Risk | ALOS3 | High Risk | Huge Risk |
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Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Allos SA is performing at about 3% 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 Allos SA by adding it to a well-diversified portfolio.
Things to note about Allos SA performance evaluation
Checking the ongoing alerts about Allos SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allos SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Allos SA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Allos SA's stock performance include:- Analyzing Allos SA'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 Allos SA's stock is overvalued or undervalued compared to its peers.
- Examining Allos SA'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 Allos SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allos SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Allos SA's stock. These opinions can provide insight into Allos SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Allos Stock Analysis
When running Allos SA's price analysis, check to measure Allos SA'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 Allos SA is operating at the current time. Most of Allos SA's value examination focuses on studying past and present price action to predict the probability of Allos SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allos SA's price. Additionally, you may evaluate how the addition of Allos SA to your portfolios can decrease your overall portfolio volatility.