AUTO HALL (Morocco) Performance
| AUTO-HALL | 76.00 0.40 0.52% |
On a scale of 0 to 100, AUTO HALL holds a performance score of 10. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AUTO HALL's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUTO HALL is expected to be smaller as well. Please check AUTO HALL's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether AUTO HALL's price patterns will revert.
Risk-Adjusted Performance
OK
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Compared to the overall equity markets, risk-adjusted returns on investments in AUTO HALL are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady technical indicators, AUTO HALL sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
AUTO |
AUTO HALL Relative Risk vs. Return Landscape
If you would invest 6,425 in AUTO HALL on December 22, 2024 and sell it today you would earn a total of 1,175 from holding AUTO HALL or generate 18.29% return on investment over 90 days. AUTO HALL is generating 0.2914% of daily returns and assumes 2.2495% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than AUTO, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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AUTO HALL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUTO HALL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as AUTO HALL, and traders can use it to determine the average amount a AUTO HALL'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 = 0.1295
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Estimated Market Risk
| 2.25 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average AUTO HALL is performing at about 10% 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 AUTO HALL by adding it to a well-diversified portfolio.
Things to note about AUTO HALL performance evaluation
Checking the ongoing alerts about AUTO HALL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for AUTO HALL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating AUTO HALL's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate AUTO HALL's stock performance include:- Analyzing AUTO HALL'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 AUTO HALL's stock is overvalued or undervalued compared to its peers.
- Examining AUTO HALL'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 AUTO HALL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of AUTO HALL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of AUTO HALL's stock. These opinions can provide insight into AUTO HALL's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for AUTO Stock analysis
When running AUTO HALL's price analysis, check to measure AUTO HALL'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 AUTO HALL is operating at the current time. Most of AUTO HALL's value examination focuses on studying past and present price action to predict the probability of AUTO HALL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUTO HALL's price. Additionally, you may evaluate how the addition of AUTO HALL to your portfolios can decrease your overall portfolio volatility.
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