CFI Holding (Poland) Performance
| CFI Stock | 0.17 0.01 5.56% |
On a scale of 0 to 100, CFI Holding holds a performance score of 3. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CFI Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding CFI Holding is expected to be smaller as well. Please check CFI Holding's jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether CFI Holding's price patterns will revert.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in CFI Holding SA are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, CFI Holding reported solid returns over the last few months and may actually be approaching a breakup point. ...more
CFI |
CFI Holding Relative Risk vs. Return Landscape
If you would invest 16.00 in CFI Holding SA on December 22, 2024 and sell it today you would earn a total of 1.00 from holding CFI Holding SA or generate 6.25% return on investment over 90 days. CFI Holding SA is generating 0.2046% of daily returns and assumes 4.5551% volatility on return distribution over the 90 days horizon. Simply put, 40% of stocks are less volatile than CFI, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CFI Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CFI Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CFI Holding SA, and traders can use it to determine the average amount a CFI Holding'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 = 0.0449
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Estimated Market Risk
| 4.56 actual daily | 40 60% of assets are more volatile |
Expected Return
| 0.2 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average CFI Holding is performing at about 3% 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 CFI Holding by adding it to a well-diversified portfolio.
Things to note about CFI Holding SA performance evaluation
Checking the ongoing alerts about CFI Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CFI Holding SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CFI Holding SA has some characteristics of a very speculative penny stock | |
| CFI Holding SA had very high historical volatility over the last 90 days |
- Analyzing CFI Holding'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 CFI Holding's stock is overvalued or undervalued compared to its peers.
- Examining CFI Holding'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 CFI Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CFI Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CFI Holding's stock. These opinions can provide insight into CFI Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for CFI Stock Analysis
When running CFI Holding's price analysis, check to measure CFI Holding'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 CFI Holding is operating at the current time. Most of CFI Holding's value examination focuses on studying past and present price action to predict the probability of CFI Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CFI Holding's price. Additionally, you may evaluate how the addition of CFI Holding to your portfolios can decrease your overall portfolio volatility.