Sogeclair (France) Performance
| ALSOG Stock | 20.20 0.10 0.50% |
On a scale of 0 to 100, Sogeclair holds a performance score of 7. The entity has a beta of -0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sogeclair are expected to decrease at a much lower rate. During the bear market, Sogeclair is likely to outperform the market. Please check Sogeclair's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Sogeclair's existing price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Sogeclair SA are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Sogeclair reported solid returns over the last few months and may actually be approaching a breakup point. ...more
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Sogeclair Relative Risk vs. Return Landscape
If you would invest 1,805 in Sogeclair SA on November 29, 2024 and sell it today you would earn a total of 215.00 from holding Sogeclair SA or generate 11.91% return on investment over 90 days. Sogeclair SA is generating 0.2051% of daily returns and assumes 2.0675% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Sogeclair, and 96% 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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Sogeclair Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sogeclair's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sogeclair SA, and traders can use it to determine the average amount a Sogeclair'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 = 0.0992
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Estimated Market Risk
| 2.07 actual daily | 18 82% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Sogeclair is performing at about 7% 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 Sogeclair by adding it to a well-diversified portfolio.
Things to note about Sogeclair SA performance evaluation
Checking the ongoing alerts about Sogeclair for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sogeclair SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sogeclair's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sogeclair's stock performance include:- Analyzing Sogeclair'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 Sogeclair's stock is overvalued or undervalued compared to its peers.
- Examining Sogeclair'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 Sogeclair's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sogeclair's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sogeclair's stock. These opinions can provide insight into Sogeclair's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Sogeclair Stock Analysis
When running Sogeclair's price analysis, check to measure Sogeclair'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 Sogeclair is operating at the current time. Most of Sogeclair's value examination focuses on studying past and present price action to predict the probability of Sogeclair's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sogeclair's price. Additionally, you may evaluate how the addition of Sogeclair to your portfolios can decrease your overall portfolio volatility.