GRUPUL INDUSTRIAL (Romania) Performance
| ECT Stock | 0.04 0.00 0.00% |
The company retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning GRUPUL INDUSTRIAL are expected to decrease at a much lower rate. During the bear market, GRUPUL INDUSTRIAL is likely to outperform the market. GRUPUL INDUSTRIAL currently retains a risk of 3.27%. Please check out GRUPUL INDUSTRIAL coefficient of variation and the relationship between the information ratio and day median price , to decide if GRUPUL INDUSTRIAL will be following its current trending patterns.
Risk-Adjusted Performance
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Over the last 90 days GRUPUL INDUSTRIAL ELECTROCONTACT has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, GRUPUL INDUSTRIAL is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
GRUPUL |
GRUPUL INDUSTRIAL Relative Risk vs. Return Landscape
If you would invest 4.65 in GRUPUL INDUSTRIAL ELECTROCONTACT on September 1, 2024 and sell it today you would lose (0.15) from holding GRUPUL INDUSTRIAL ELECTROCONTACT or give up 3.23% of portfolio value over 90 days. GRUPUL INDUSTRIAL ELECTROCONTACT is generating 0.0028% of daily returns assuming 3.2681% volatility of returns over the 90 days investment horizon. Simply put, 29% of all stocks have less volatile historical return distribution than GRUPUL INDUSTRIAL, and 99% 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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GRUPUL INDUSTRIAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRUPUL INDUSTRIAL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as GRUPUL INDUSTRIAL ELECTROCONTACT, and traders can use it to determine the average amount a GRUPUL INDUSTRIAL'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 = 9.0E-4
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| Negative Returns | ECT |
Estimated Market Risk
| 3.27 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average GRUPUL INDUSTRIAL 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 GRUPUL INDUSTRIAL by adding GRUPUL INDUSTRIAL to a well-diversified portfolio.
Things to note about GRUPUL INDUSTRIAL performance evaluation
Checking the ongoing alerts about GRUPUL INDUSTRIAL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for GRUPUL INDUSTRIAL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| GRUPUL INDUSTRIAL has some characteristics of a very speculative penny stock | |
| GRUPUL INDUSTRIAL had very high historical volatility over the last 90 days |
- Analyzing GRUPUL INDUSTRIAL'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 GRUPUL INDUSTRIAL's stock is overvalued or undervalued compared to its peers.
- Examining GRUPUL INDUSTRIAL'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 GRUPUL INDUSTRIAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of GRUPUL INDUSTRIAL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of GRUPUL INDUSTRIAL's stock. These opinions can provide insight into GRUPUL INDUSTRIAL's potential for growth and whether the stock is currently undervalued or overvalued.