Fillamentum (Czech Republic) Performance
| FILL Stock | 140.00 20.00 12.50% |
Fillamentum holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -4.08, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Fillamentum are expected to decrease by larger amounts. On the other hand, during market turmoil, Fillamentum is expected to outperform it. Use Fillamentum jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to analyze future returns on Fillamentum.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Fillamentum as are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Fillamentum reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Fillamentum |
Fillamentum Relative Risk vs. Return Landscape
If you would invest 16,000 in Fillamentum as on November 19, 2024 and sell it today you would lose (2,000) from holding Fillamentum as or give up 12.5% of portfolio value over 90 days. Fillamentum as is generating 2.2047% of daily returns and assumes 18.6766% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Fillamentum on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Fillamentum Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fillamentum's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fillamentum as, and traders can use it to determine the average amount a Fillamentum'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 = 0.118
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| Average Returns | FILL | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 18.68 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.2 actual daily | 43 57% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Fillamentum is performing at about 9% 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 Fillamentum by adding it to a well-diversified portfolio.
Fillamentum Fundamentals Growth
Fillamentum Stock prices reflect investors' perceptions of the future prospects and financial health of Fillamentum, and Fillamentum fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fillamentum Stock performance.
| Shares Outstanding | 128.8 K | |||
About Fillamentum Performance
Assessing Fillamentum's fundamental ratios provides investors with valuable insights into Fillamentum's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Fillamentum is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Fillamentum as performance evaluation
Checking the ongoing alerts about Fillamentum for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fillamentum as help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fillamentum as is way too risky over 90 days horizon | |
| Fillamentum as appears to be risky and price may revert if volatility continues |
- Analyzing Fillamentum'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 Fillamentum's stock is overvalued or undervalued compared to its peers.
- Examining Fillamentum'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 Fillamentum's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fillamentum's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fillamentum's stock. These opinions can provide insight into Fillamentum's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Fillamentum Stock Analysis
When running Fillamentum's price analysis, check to measure Fillamentum'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 Fillamentum is operating at the current time. Most of Fillamentum's value examination focuses on studying past and present price action to predict the probability of Fillamentum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fillamentum's price. Additionally, you may evaluate how the addition of Fillamentum to your portfolios can decrease your overall portfolio volatility.