Investec Limited (South Africa) Performance
| INPR Stock | 9,247 147.00 1.62% |
The company retains a Market Volatility (i.e., Beta) of -0.0178, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Investec Limited are expected to decrease at a much lower rate. During the bear market, Investec Limited is likely to outperform the market. At this point, Investec Limited NON has a negative expected return of -0.041%. Please make sure to check out Investec Limited's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Investec Limited NON performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Investec Limited NON has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Investec Limited is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 43.2 B |
Investec |
Investec Limited Relative Risk vs. Return Landscape
If you would invest 949,900 in Investec Limited NON on December 25, 2024 and sell it today you would lose (25,200) from holding Investec Limited NON or give up 2.65% of portfolio value over 90 days. Investec Limited NON is generating negative expected returns and assumes 0.8822% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Investec, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Investec Limited Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investec Limited's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Investec Limited NON, and traders can use it to determine the average amount a Investec Limited'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 = -0.0465
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | INPR |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Investec Limited 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 Investec Limited by adding Investec Limited to a well-diversified portfolio.
Investec Limited Fundamentals Growth
Investec Stock prices reflect investors' perceptions of the future prospects and financial health of Investec Limited, and Investec Limited 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 Investec Stock performance.
| Revenue | 17.62 B | |||
| Cash Flow From Operations | 8.97 B | |||
| Total Asset | 599.13 B | |||
About Investec Limited Performance
Assessing Investec Limited's fundamental ratios provides investors with valuable insights into Investec Limited's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Investec Limited 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 Investec Limited NON performance evaluation
Checking the ongoing alerts about Investec Limited for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Investec Limited NON help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Investec Limited NON generated a negative expected return over the last 90 days |
- Analyzing Investec Limited'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 Investec Limited's stock is overvalued or undervalued compared to its peers.
- Examining Investec Limited'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 Investec Limited's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Investec Limited's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Investec Limited's stock. These opinions can provide insight into Investec Limited's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Investec Stock Analysis
When running Investec Limited's price analysis, check to measure Investec Limited'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 Investec Limited is operating at the current time. Most of Investec Limited's value examination focuses on studying past and present price action to predict the probability of Investec Limited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec Limited's price. Additionally, you may evaluate how the addition of Investec Limited to your portfolios can decrease your overall portfolio volatility.