Indexa Capital (Spain) Performance
| INDXA Stock | 8.65 0.05 0.58% |
The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Indexa Capital are expected to decrease at a much lower rate. During the bear market, Indexa Capital is likely to outperform the market. At this point, Indexa Capital Group, has a negative expected return of -0.56%. Please make sure to check out Indexa Capital's skewness, and the relationship between the information ratio and rate of daily change , to decide if Indexa Capital Group, performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Indexa Capital Group, has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's primary indicators remain very healthy which may send shares a bit higher in January 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
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Indexa Capital Relative Risk vs. Return Landscape
If you would invest 1,290 in Indexa Capital Group, on September 15, 2024 and sell it today you would lose (425.00) from holding Indexa Capital Group, or give up 32.95% of portfolio value over 90 days. Indexa Capital Group, is generating negative expected returns and assumes 2.8836% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Indexa, 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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Indexa Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Indexa Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Indexa Capital Group,, and traders can use it to determine the average amount a Indexa Capital'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 = -0.1926
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| Negative Returns | INDXA |
Estimated Market Risk
| 2.88 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.56 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Indexa Capital 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 Indexa Capital by adding Indexa Capital to a well-diversified portfolio.
Things to note about Indexa Capital Group, performance evaluation
Checking the ongoing alerts about Indexa Capital for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Indexa Capital Group, help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Indexa Capital generated a negative expected return over the last 90 days |
- Analyzing Indexa Capital'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 Indexa Capital's stock is overvalued or undervalued compared to its peers.
- Examining Indexa Capital'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 Indexa Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Indexa Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Indexa Capital's stock. These opinions can provide insight into Indexa Capital's potential for growth and whether the stock is currently undervalued or overvalued.