SPORT LISBOA (Germany) Performance
| M0W Stock | 3.04 0.24 7.32% |
The entity has a beta of -0.0649, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SPORT LISBOA are expected to decrease at a much lower rate. During the bear market, SPORT LISBOA is likely to outperform the market. At this point, SPORT LISBOA E has a negative expected return of -0.13%. Please make sure to validate SPORT LISBOA's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if SPORT LISBOA E performance from the past will be repeated at some future point.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SPORT LISBOA E has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
SPORT |
SPORT LISBOA Relative Risk vs. Return Landscape
If you would invest 337.00 in SPORT LISBOA E on November 28, 2024 and sell it today you would lose (33.00) from holding SPORT LISBOA E or give up 9.79% of portfolio value over 90 days. SPORT LISBOA E is currently producing negative expected returns and takes up 3.0883% volatility of returns over 90 trading days. Put another way, 27% of traded stocks are less volatile than SPORT, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
SPORT LISBOA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPORT LISBOA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SPORT LISBOA E, and traders can use it to determine the average amount a SPORT LISBOA'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 = -0.0414
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| Negative Returns | M0W |
Estimated Market Risk
| 3.09 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPORT LISBOA 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 SPORT LISBOA by adding SPORT LISBOA to a well-diversified portfolio.
About SPORT LISBOA Performance
By analyzing SPORT LISBOA's fundamental ratios, stakeholders can gain valuable insights into SPORT LISBOA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SPORT LISBOA 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 SPORT LISBOA 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 SPORT LISBOA E performance evaluation
Checking the ongoing alerts about SPORT LISBOA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SPORT LISBOA E help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SPORT LISBOA E generated a negative expected return over the last 90 days | |
| SPORT LISBOA E has high historical volatility and very poor performance |
- Analyzing SPORT LISBOA'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 SPORT LISBOA's stock is overvalued or undervalued compared to its peers.
- Examining SPORT LISBOA'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 SPORT LISBOA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SPORT LISBOA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SPORT LISBOA's stock. These opinions can provide insight into SPORT LISBOA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SPORT Stock analysis
When running SPORT LISBOA's price analysis, check to measure SPORT LISBOA'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 SPORT LISBOA is operating at the current time. Most of SPORT LISBOA's value examination focuses on studying past and present price action to predict the probability of SPORT LISBOA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPORT LISBOA's price. Additionally, you may evaluate how the addition of SPORT LISBOA to your portfolios can decrease your overall portfolio volatility.
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