Engro Poly (Pakistan) Performance
| EPCLPS Stock | 11.11 0.61 5.20% |
Engro Poly has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.17, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Engro Poly are expected to decrease by larger amounts. On the other hand, during market turmoil, Engro Poly is expected to outperform it. Engro Poly right now shows a risk of 3.3%. Please confirm Engro Poly value at risk, and the relationship between the jensen alpha and skewness , to decide if Engro Poly will be following its price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Engro Poly are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong essential indicators, Engro Poly is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Engro |
Engro Poly Relative Risk vs. Return Landscape
If you would invest 1,088 in Engro Poly on October 6, 2024 and sell it today you would earn a total of 23.00 from holding Engro Poly or generate 2.11% return on investment over 90 days. Engro Poly is generating 0.0919% of daily returns and assumes 3.2999% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Engro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Engro Poly Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Engro Poly's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Engro Poly, and traders can use it to determine the average amount a Engro Poly'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 = 0.0278
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| Cash | Small Risk | EPCLPS | High Risk | Huge Risk |
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Estimated Market Risk
| 3.3 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Engro Poly is performing at about 2% 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 Engro Poly by adding it to a well-diversified portfolio.
Things to note about Engro Poly performance evaluation
Checking the ongoing alerts about Engro Poly for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Engro Poly help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Engro Poly had very high historical volatility over the last 90 days |
- Analyzing Engro Poly'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 Engro Poly's stock is overvalued or undervalued compared to its peers.
- Examining Engro Poly'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 Engro Poly's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Engro Poly's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Engro Poly's stock. These opinions can provide insight into Engro Poly's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Engro Stock analysis
When running Engro Poly's price analysis, check to measure Engro Poly'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 Engro Poly is operating at the current time. Most of Engro Poly's value examination focuses on studying past and present price action to predict the probability of Engro Poly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engro Poly's price. Additionally, you may evaluate how the addition of Engro Poly to your portfolios can decrease your overall portfolio volatility.
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