Jat Holdings (Sri Lanka) Performance
JATN0000 | 25.20 2.10 9.09% |
On a scale of 0 to 100, Jat Holdings holds a performance score of 24. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jat Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Jat Holdings is expected to be smaller as well. Please check Jat Holdings' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Jat Holdings' current trending patterns will revert.
Risk-Adjusted Performance
24 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Jat Holdings PLC are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Jat Holdings sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Jat |
Jat Holdings Relative Risk vs. Return Landscape
If you would invest 1,640 in Jat Holdings PLC on September 15, 2024 and sell it today you would earn a total of 880.00 from holding Jat Holdings PLC or generate 53.66% return on investment over 90 days. Jat Holdings PLC is generating 0.7473% of daily returns and assumes 2.4499% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Jat, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Jat Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jat Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Jat Holdings PLC, and traders can use it to determine the average amount a Jat Holdings' 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 = 0.3051
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | JATN0000 | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
2.45 actual daily | 21 79% of assets are more volatile |
Expected Return
0.75 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average Jat Holdings is performing at about 24% 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 Jat Holdings by adding it to a well-diversified portfolio.
About Jat Holdings Performance
By analyzing Jat Holdings' fundamental ratios, stakeholders can gain valuable insights into Jat Holdings' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Jat Holdings has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Jat Holdings has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Jat Holdings PLC performance evaluation
Checking the ongoing alerts about Jat Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Jat Holdings PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Jat Holdings' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Jat Holdings' stock performance include:- Analyzing Jat Holdings' 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 Jat Holdings' stock is overvalued or undervalued compared to its peers.
- Examining Jat Holdings' 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 Jat Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jat Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Jat Holdings' stock. These opinions can provide insight into Jat Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Jat Stock analysis
When running Jat Holdings' price analysis, check to measure Jat Holdings' 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 Jat Holdings is operating at the current time. Most of Jat Holdings' value examination focuses on studying past and present price action to predict the probability of Jat Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jat Holdings' price. Additionally, you may evaluate how the addition of Jat Holdings to your portfolios can decrease your overall portfolio volatility.
Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
Money Managers Screen money managers from public funds and ETFs managed around the world | |
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |