MTI INVESTMENT (Germany) Performance
| K8Y Stock | 0.07 0.0005 0.75% |
The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MTI INVESTMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding MTI INVESTMENT is expected to be smaller as well. At this point, MTI INVESTMENT SE has a negative expected return of -0.78%. Please make sure to verify MTI INVESTMENT's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if MTI INVESTMENT SE performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days MTI INVESTMENT SE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
MTI |
MTI INVESTMENT Relative Risk vs. Return Landscape
If you would invest 11.00 in MTI INVESTMENT SE on October 6, 2024 and sell it today you would lose (4.30) from holding MTI INVESTMENT SE or give up 39.09% of portfolio value over 90 days. MTI INVESTMENT SE is currently producing negative expected returns and takes up 2.9426% volatility of returns over 90 trading days. Put another way, 26% of traded stocks are less volatile than MTI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MTI INVESTMENT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTI INVESTMENT's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MTI INVESTMENT SE, and traders can use it to determine the average amount a MTI INVESTMENT'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 = -0.2649
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | K8Y |
Estimated Market Risk
| 2.94 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.78 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MTI INVESTMENT 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 MTI INVESTMENT by adding MTI INVESTMENT to a well-diversified portfolio.
About MTI INVESTMENT Performance
By analyzing MTI INVESTMENT's fundamental ratios, stakeholders can gain valuable insights into MTI INVESTMENT's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MTI INVESTMENT 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 MTI INVESTMENT 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 MTI INVESTMENT SE performance evaluation
Checking the ongoing alerts about MTI INVESTMENT for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MTI INVESTMENT SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MTI INVESTMENT SE generated a negative expected return over the last 90 days | |
| MTI INVESTMENT SE has some characteristics of a very speculative penny stock |
- Analyzing MTI INVESTMENT'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 MTI INVESTMENT's stock is overvalued or undervalued compared to its peers.
- Examining MTI INVESTMENT'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 MTI INVESTMENT's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MTI INVESTMENT's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MTI INVESTMENT's stock. These opinions can provide insight into MTI INVESTMENT's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MTI Stock analysis
When running MTI INVESTMENT's price analysis, check to measure MTI INVESTMENT'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 MTI INVESTMENT is operating at the current time. Most of MTI INVESTMENT's value examination focuses on studying past and present price action to predict the probability of MTI INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MTI INVESTMENT's price. Additionally, you may evaluate how the addition of MTI INVESTMENT to your portfolios can decrease your overall portfolio volatility.
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