EXCELSIOR UNITED (Mauritius) Performance
| EUDC Stock | 15.00 0.15 0.99% |
The firm owns a Beta (Systematic Risk) of -0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EXCELSIOR UNITED are expected to decrease at a much lower rate. During the bear market, EXCELSIOR UNITED is likely to outperform the market. At this point, EXCELSIOR UNITED DEV has a negative expected return of -0.11%. Please make sure to confirm EXCELSIOR UNITED's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if EXCELSIOR UNITED DEV performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days EXCELSIOR UNITED DEVELOPMENT 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
EXCELSIOR |
EXCELSIOR UNITED Relative Risk vs. Return Landscape
If you would invest 1,600 in EXCELSIOR UNITED DEVELOPMENT on December 28, 2024 and sell it today you would lose (100.00) from holding EXCELSIOR UNITED DEVELOPMENT or give up 6.25% of portfolio value over 90 days. EXCELSIOR UNITED DEVELOPMENT is generating negative expected returns and assumes 0.6046% volatility on return distribution over the 90 days horizon. Simply put, 5% of stocks are less volatile than EXCELSIOR, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EXCELSIOR UNITED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXCELSIOR UNITED's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EXCELSIOR UNITED DEVELOPMENT, and traders can use it to determine the average amount a EXCELSIOR UNITED'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 = -0.1842
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EUDC |
Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EXCELSIOR UNITED 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 EXCELSIOR UNITED by adding EXCELSIOR UNITED to a well-diversified portfolio.
Things to note about EXCELSIOR UNITED DEV performance evaluation
Checking the ongoing alerts about EXCELSIOR UNITED for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EXCELSIOR UNITED DEV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EXCELSIOR UNITED DEV generated a negative expected return over the last 90 days |
- Analyzing EXCELSIOR UNITED'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 EXCELSIOR UNITED's stock is overvalued or undervalued compared to its peers.
- Examining EXCELSIOR UNITED'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 EXCELSIOR UNITED's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EXCELSIOR UNITED's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EXCELSIOR UNITED's stock. These opinions can provide insight into EXCELSIOR UNITED's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for EXCELSIOR Stock analysis
When running EXCELSIOR UNITED's price analysis, check to measure EXCELSIOR UNITED'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 EXCELSIOR UNITED is operating at the current time. Most of EXCELSIOR UNITED's value examination focuses on studying past and present price action to predict the probability of EXCELSIOR UNITED's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EXCELSIOR UNITED's price. Additionally, you may evaluate how the addition of EXCELSIOR UNITED to your portfolios can decrease your overall portfolio volatility.
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