BMEB4F (Brazil) Performance
| BMEB4F Stock | BRL 37.99 0.69 1.85% |
The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BMEB4F's returns are expected to increase less than the market. However, during the bear market, the loss of holding BMEB4F is expected to be smaller as well. At this point, BMEB4F has a negative expected return of -0.14%. Please make sure to confirm BMEB4F's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if BMEB4F performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days BMEB4F has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
BMEB4F |
BMEB4F Relative Risk vs. Return Landscape
If you would invest 3,902 in BMEB4F on October 8, 2024 and sell it today you would lose (103.00) from holding BMEB4F or give up 2.64% of portfolio value over 90 days. BMEB4F is generating negative expected returns and assumes 2.2142% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than BMEB4F, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BMEB4F Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BMEB4F's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BMEB4F, and traders can use it to determine the average amount a BMEB4F'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 = -0.065
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BMEB4F |
Estimated Market Risk
| 2.21 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BMEB4F 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 BMEB4F by adding BMEB4F to a well-diversified portfolio.
About BMEB4F Performance
By analyzing BMEB4F's fundamental ratios, stakeholders can gain valuable insights into BMEB4F's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BMEB4F has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BMEB4F has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about BMEB4F performance evaluation
Checking the ongoing alerts about BMEB4F for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BMEB4F help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BMEB4F generated a negative expected return over the last 90 days |
- Analyzing BMEB4F'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 BMEB4F's stock is overvalued or undervalued compared to its peers.
- Examining BMEB4F'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 BMEB4F's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BMEB4F's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BMEB4F's stock. These opinions can provide insight into BMEB4F's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for BMEB4F Stock analysis
When running BMEB4F's price analysis, check to measure BMEB4F'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 BMEB4F is operating at the current time. Most of BMEB4F's value examination focuses on studying past and present price action to predict the probability of BMEB4F's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BMEB4F's price. Additionally, you may evaluate how the addition of BMEB4F to your portfolios can decrease your overall portfolio volatility.
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