Arctic Textile (Pakistan) Performance
| ARCTM Stock | 21.06 0.16 0.77% |
Arctic Textile has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arctic Textile's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arctic Textile is expected to be smaller as well. Arctic Textile right now shows a risk of 3.86%. Please confirm Arctic Textile coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Arctic Textile will be following its price patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Arctic Textile are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent fundamental indicators, Arctic Textile is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more
Arctic |
Arctic Textile Relative Risk vs. Return Landscape
If you would invest 2,100 in Arctic Textile on December 1, 2024 and sell it today you would earn a total of 6.00 from holding Arctic Textile or generate 0.29% return on investment over 90 days. Arctic Textile is generating 0.0775% of daily returns and assumes 3.8565% volatility on return distribution over the 90 days horizon. Simply put, 34% of stocks are less volatile than Arctic, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arctic Textile Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arctic Textile's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arctic Textile, and traders can use it to determine the average amount a Arctic Textile'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 = 0.0201
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Estimated Market Risk
| 3.86 actual daily | 34 66% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Arctic Textile is performing at about 1% 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 Arctic Textile by adding it to a well-diversified portfolio.
Things to note about Arctic Textile performance evaluation
Checking the ongoing alerts about Arctic Textile for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arctic Textile help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arctic Textile had very high historical volatility over the last 90 days |
- Analyzing Arctic Textile'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 Arctic Textile's stock is overvalued or undervalued compared to its peers.
- Examining Arctic Textile'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 Arctic Textile's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arctic Textile's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arctic Textile's stock. These opinions can provide insight into Arctic Textile's potential for growth and whether the stock is currently undervalued or overvalued.