AUTOMATIC SYSTEMS (Mauritius) Performance
| ASL Stock | 74.50 0.00 0.00% |
The firm shows a Beta (market volatility) of -0.0876, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AUTOMATIC SYSTEMS are expected to decrease at a much lower rate. During the bear market, AUTOMATIC SYSTEMS is likely to outperform the market. At this point, AUTOMATIC SYSTEMS LTD has a negative expected return of -0.12%. Please make sure to confirm AUTOMATIC SYSTEMS's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if AUTOMATIC SYSTEMS LTD performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days AUTOMATIC SYSTEMS LTD has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's primary indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
AUTOMATIC |
AUTOMATIC SYSTEMS Relative Risk vs. Return Landscape
If you would invest 7,975 in AUTOMATIC SYSTEMS LTD on December 25, 2024 and sell it today you would lose (525.00) from holding AUTOMATIC SYSTEMS LTD or give up 6.58% of portfolio value over 90 days. AUTOMATIC SYSTEMS LTD is generating negative expected returns and assumes 0.6383% volatility on return distribution over the 90 days horizon. Simply put, 5% of stocks are less volatile than AUTOMATIC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AUTOMATIC SYSTEMS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUTOMATIC SYSTEMS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AUTOMATIC SYSTEMS LTD, and traders can use it to determine the average amount a AUTOMATIC SYSTEMS'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 = -0.1872
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| Negative Returns | ASL |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AUTOMATIC SYSTEMS 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 AUTOMATIC SYSTEMS by adding AUTOMATIC SYSTEMS to a well-diversified portfolio.
Things to note about AUTOMATIC SYSTEMS LTD performance evaluation
Checking the ongoing alerts about AUTOMATIC SYSTEMS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AUTOMATIC SYSTEMS LTD help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| AUTOMATIC SYSTEMS generated a negative expected return over the last 90 days |
- Analyzing AUTOMATIC SYSTEMS'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 AUTOMATIC SYSTEMS's stock is overvalued or undervalued compared to its peers.
- Examining AUTOMATIC SYSTEMS'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 AUTOMATIC SYSTEMS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AUTOMATIC SYSTEMS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AUTOMATIC SYSTEMS's stock. These opinions can provide insight into AUTOMATIC SYSTEMS's potential for growth and whether the stock is currently undervalued or overvalued.