Arctic Textile (Pakistan) Performance
| ARCTM Stock | 20.73 0.23 1.12% |
The firm shows a Beta (market volatility) of -0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arctic Textile are expected to decrease at a much lower rate. During the bear market, Arctic Textile is likely to outperform the market. At this point, Arctic Textile has a negative expected return of -0.16%. Please make sure to confirm Arctic Textile's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Arctic Textile performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Arctic Textile has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's fundamental indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the company institutional investors. ...more
Arctic |
Arctic Textile Relative Risk vs. Return Landscape
If you would invest 2,402 in Arctic Textile on December 23, 2024 and sell it today you would lose (329.00) from holding Arctic Textile or give up 13.7% of portfolio value over 90 days. Arctic Textile is generating negative expected returns and assumes 3.9457% volatility on return distribution over the 90 days horizon. Simply put, 35% 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 = -0.0417
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| Negative Returns | ARCTM |
Estimated Market Risk
| 3.95 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arctic Textile 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 Arctic Textile by adding Arctic Textile 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 generated a negative expected return over the last 90 days | |
| Arctic Textile has high historical volatility and very poor performance |
- 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.