ATTIJARIWAFA BANK (Morocco) Performance
| ATTIJARIWAFA-BANK | 693.10 11.90 1.69% |
On a scale of 0 to 100, ATTIJARIWAFA BANK holds a performance score of 21. The firm shows a Beta (market volatility) of -0.0369, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ATTIJARIWAFA BANK are expected to decrease at a much lower rate. During the bear market, ATTIJARIWAFA BANK is likely to outperform the market. Please check ATTIJARIWAFA BANK's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether ATTIJARIWAFA BANK's price patterns will revert.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ATTIJARIWAFA BANK are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. Even with relatively unfluctuating fundamental drivers, ATTIJARIWAFA BANK reported solid returns over the last few months and may actually be approaching a breakup point. ...more
ATTIJARIWAFA |
ATTIJARIWAFA BANK Relative Risk vs. Return Landscape
If you would invest 57,000 in ATTIJARIWAFA BANK on December 26, 2024 and sell it today you would earn a total of 12,310 from holding ATTIJARIWAFA BANK or generate 21.6% return on investment over 90 days. ATTIJARIWAFA BANK is generating 0.3229% of daily returns and assumes 1.1986% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than ATTIJARIWAFA, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ATTIJARIWAFA BANK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATTIJARIWAFA BANK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ATTIJARIWAFA BANK, and traders can use it to determine the average amount a ATTIJARIWAFA BANK'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 = 0.2694
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Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.32 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average ATTIJARIWAFA BANK is performing at about 21% 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 ATTIJARIWAFA BANK by adding it to a well-diversified portfolio.
Things to note about ATTIJARIWAFA BANK performance evaluation
Checking the ongoing alerts about ATTIJARIWAFA BANK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ATTIJARIWAFA BANK help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ATTIJARIWAFA BANK's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ATTIJARIWAFA BANK's stock performance include:- Analyzing ATTIJARIWAFA BANK'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 ATTIJARIWAFA BANK's stock is overvalued or undervalued compared to its peers.
- Examining ATTIJARIWAFA BANK'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 ATTIJARIWAFA BANK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ATTIJARIWAFA BANK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ATTIJARIWAFA BANK's stock. These opinions can provide insight into ATTIJARIWAFA BANK's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ATTIJARIWAFA Stock Analysis
When running ATTIJARIWAFA BANK's price analysis, check to measure ATTIJARIWAFA BANK'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 ATTIJARIWAFA BANK is operating at the current time. Most of ATTIJARIWAFA BANK's value examination focuses on studying past and present price action to predict the probability of ATTIJARIWAFA BANK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ATTIJARIWAFA BANK's price. Additionally, you may evaluate how the addition of ATTIJARIWAFA BANK to your portfolios can decrease your overall portfolio volatility.