Embla Medical (Denmark) Performance
| EMBLA Stock | 28.90 0.30 1.03% |
The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Embla Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embla Medical is expected to be smaller as well. At this point, Embla Medical hf has a negative expected return of -0.31%. Please make sure to confirm Embla Medical's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Embla Medical hf performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Embla Medical hf has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's fundamental indicators remain rather sound which may send shares a bit higher in April 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
Embla |
Embla Medical Relative Risk vs. Return Landscape
If you would invest 3,530 in Embla Medical hf on December 23, 2024 and sell it today you would lose (640.00) from holding Embla Medical hf or give up 18.13% of portfolio value over 90 days. Embla Medical hf is generating negative expected returns and assumes 1.9213% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Embla, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Embla Medical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embla Medical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Embla Medical hf, and traders can use it to determine the average amount a Embla Medical'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 = -0.1609
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| Negative Returns | EMBLA |
Estimated Market Risk
| 1.92 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Embla Medical 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 Embla Medical by adding Embla Medical to a well-diversified portfolio.
Things to note about Embla Medical hf performance evaluation
Checking the ongoing alerts about Embla Medical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Embla Medical hf help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Embla Medical hf generated a negative expected return over the last 90 days |
- Analyzing Embla Medical'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 Embla Medical's stock is overvalued or undervalued compared to its peers.
- Examining Embla Medical'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 Embla Medical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Embla Medical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Embla Medical's stock. These opinions can provide insight into Embla Medical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Embla Stock analysis
When running Embla Medical's price analysis, check to measure Embla Medical'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 Embla Medical is operating at the current time. Most of Embla Medical's value examination focuses on studying past and present price action to predict the probability of Embla Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embla Medical's price. Additionally, you may evaluate how the addition of Embla Medical to your portfolios can decrease your overall portfolio volatility.
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