Arion Banki (Iceland) Performance
| ARION Stock | 151.00 3.00 1.95% |
The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arion Banki's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arion Banki is expected to be smaller as well. At this point, Arion banki hf has a negative expected return of -0.15%. Please make sure to confirm Arion Banki's maximum drawdown, as well as the relationship between the accumulation distribution and price action indicator , to decide if Arion banki hf 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 Arion banki hf has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's forward indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders. ...more
Arion |
Arion Banki Relative Risk vs. Return Landscape
If you would invest 16,650 in Arion banki hf on December 22, 2024 and sell it today you would lose (1,550) from holding Arion banki hf or give up 9.31% of portfolio value over 90 days. Arion banki hf is generating negative expected returns and assumes 1.6341% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Arion, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arion Banki Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arion Banki's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arion banki hf, and traders can use it to determine the average amount a Arion Banki'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 = -0.0913
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ARION |
Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arion Banki 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 Arion Banki by adding Arion Banki to a well-diversified portfolio.
Things to note about Arion banki hf performance evaluation
Checking the ongoing alerts about Arion Banki for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arion banki hf help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arion banki hf generated a negative expected return over the last 90 days |
- Analyzing Arion Banki'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 Arion Banki's stock is overvalued or undervalued compared to its peers.
- Examining Arion Banki'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 Arion Banki's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arion Banki's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arion Banki's stock. These opinions can provide insight into Arion Banki's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arion Stock analysis
When running Arion Banki's price analysis, check to measure Arion Banki'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 Arion Banki is operating at the current time. Most of Arion Banki's value examination focuses on studying past and present price action to predict the probability of Arion Banki's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arion Banki's price. Additionally, you may evaluate how the addition of Arion Banki to your portfolios can decrease your overall portfolio volatility.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |