IMC SA (Poland) Performance
| IMC Stock | 13.25 0.30 2.32% |
IMC SA has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.0487, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IMC SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMC SA is expected to be smaller as well. IMC SA now owns a risk of 3.08%. Please check out IMC SA potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if IMC SA will be following its current price history.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in IMC SA are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, IMC SA is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
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IMC SA Relative Risk vs. Return Landscape
If you would invest 1,310 in IMC SA on August 31, 2024 and sell it today you would earn a total of 15.00 from holding IMC SA or generate 1.15% return on investment over 90 days. IMC SA is generating 0.064% of daily returns and assumes 3.0847% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than IMC, 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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IMC SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMC SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as IMC SA, and traders can use it to determine the average amount a IMC SA'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 = 0.0207
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Estimated Market Risk
| 3.08 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average IMC SA is performing at about 1% 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 IMC SA by adding it to a well-diversified portfolio.
Things to note about IMC SA performance evaluation
Checking the ongoing alerts about IMC SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for IMC SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| IMC SA had very high historical volatility over the last 90 days |
- Analyzing IMC SA'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 IMC SA's stock is overvalued or undervalued compared to its peers.
- Examining IMC SA'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 IMC SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of IMC SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of IMC SA's stock. These opinions can provide insight into IMC SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for IMC Stock Analysis
When running IMC SA's price analysis, check to measure IMC SA'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 IMC SA is operating at the current time. Most of IMC SA's value examination focuses on studying past and present price action to predict the probability of IMC SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IMC SA's price. Additionally, you may evaluate how the addition of IMC SA to your portfolios can decrease your overall portfolio volatility.