I Tail (Thailand) Performance
| ITC Stock | 16.30 0.40 2.52% |
The firm retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning I Tail are expected to decrease at a much lower rate. During the bear market, I Tail is likely to outperform the market. At this point, i Tail Corp has a negative expected return of -0.44%. Please make sure to check out I Tail's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if i Tail Corp performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days i Tail Corp PCL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's fundamental indicators remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
ITC |
I Tail Relative Risk vs. Return Landscape
If you would invest 2,136 in i Tail Corp PCL on December 21, 2024 and sell it today you would lose (546.00) from holding i Tail Corp PCL or give up 25.56% of portfolio value over 90 days. i Tail Corp PCL is producing return of less than zero assuming 2.7992% volatility of returns over the 90 days investment horizon. Simply put, 24% of all stocks have less volatile historical return distribution than I Tail, 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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I Tail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for I Tail's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as i Tail Corp PCL, and traders can use it to determine the average amount a I Tail'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 = -0.1557
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ITC |
Estimated Market Risk
| 2.8 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.44 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average I Tail 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 I Tail by adding I Tail to a well-diversified portfolio.
Things to note about i Tail Corp performance evaluation
Checking the ongoing alerts about I Tail for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for i Tail Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| i Tail Corp generated a negative expected return over the last 90 days |
- Analyzing I Tail'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 I Tail's stock is overvalued or undervalued compared to its peers.
- Examining I Tail'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 I Tail's management team can have a significant impact on its success or failure. Reviewing the track record and experience of I Tail's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of I Tail's stock. These opinions can provide insight into I Tail's potential for growth and whether the stock is currently undervalued or overvalued.