CONSTANCE HOTELS (Mauritius) Performance
| CHSL Stock | 17.75 0.20 1.11% |
The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CONSTANCE HOTELS's returns are expected to increase less than the market. However, during the bear market, the loss of holding CONSTANCE HOTELS is expected to be smaller as well. At this point, CONSTANCE HOTELS SERVICES has a negative expected return of -0.16%. Please make sure to confirm CONSTANCE HOTELS's information ratio, total risk alpha, skewness, as well as the relationship between the jensen alpha and treynor ratio , to decide if CONSTANCE HOTELS SERVICES performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days CONSTANCE HOTELS SERVICES has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's technical and fundamental indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders. ...more
CONSTANCE |
CONSTANCE HOTELS Relative Risk vs. Return Landscape
If you would invest 1,950 in CONSTANCE HOTELS SERVICES on December 4, 2024 and sell it today you would lose (175.00) from holding CONSTANCE HOTELS SERVICES or give up 8.97% of portfolio value over 90 days. CONSTANCE HOTELS SERVICES is generating negative expected returns and assumes 0.6278% volatility on return distribution over the 90 days horizon. Simply put, 5% of stocks are less volatile than CONSTANCE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CONSTANCE HOTELS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CONSTANCE HOTELS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CONSTANCE HOTELS SERVICES, and traders can use it to determine the average amount a CONSTANCE HOTELS'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 = -0.2594
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| Negative Returns | CHSL |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CONSTANCE HOTELS 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 CONSTANCE HOTELS by adding CONSTANCE HOTELS to a well-diversified portfolio.
Things to note about CONSTANCE HOTELS SERVICES performance evaluation
Checking the ongoing alerts about CONSTANCE HOTELS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CONSTANCE HOTELS SERVICES help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CONSTANCE HOTELS generated a negative expected return over the last 90 days |
- Analyzing CONSTANCE HOTELS'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 CONSTANCE HOTELS's stock is overvalued or undervalued compared to its peers.
- Examining CONSTANCE HOTELS'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 CONSTANCE HOTELS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CONSTANCE HOTELS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CONSTANCE HOTELS's stock. These opinions can provide insight into CONSTANCE HOTELS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CONSTANCE Stock analysis
When running CONSTANCE HOTELS's price analysis, check to measure CONSTANCE HOTELS'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 CONSTANCE HOTELS is operating at the current time. Most of CONSTANCE HOTELS's value examination focuses on studying past and present price action to predict the probability of CONSTANCE HOTELS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CONSTANCE HOTELS's price. Additionally, you may evaluate how the addition of CONSTANCE HOTELS to your portfolios can decrease your overall portfolio volatility.
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