M2M GROUP (Morocco) Performance
| M2M-GROUP | 580.00 2.00 0.34% |
M2M GROUP has a performance score of 2 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of -0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning M2M GROUP are expected to decrease at a much lower rate. During the bear market, M2M GROUP is likely to outperform the market. M2M GROUP at this moment secures a risk of 2.64%. Please verify M2M GROUP sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if M2M GROUP will be following its current price movements.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in M2M GROUP are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, M2M GROUP is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
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M2M GROUP Relative Risk vs. Return Landscape
If you would invest 56,640 in M2M GROUP on September 13, 2024 and sell it today you would earn a total of 1,360 from holding M2M GROUP or generate 2.4% return on investment over 90 days. M2M GROUP is generating 0.0726% of daily returns and assumes 2.6432% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than M2M, 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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M2M GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for M2M GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as M2M GROUP, and traders can use it to determine the average amount a M2M GROUP'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 = 0.0275
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Estimated Market Risk
| 2.64 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average M2M GROUP is performing at about 2% 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 M2M GROUP by adding it to a well-diversified portfolio.
Things to note about M2M GROUP performance evaluation
Checking the ongoing alerts about M2M GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for M2M GROUP help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating M2M GROUP's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate M2M GROUP's stock performance include:- Analyzing M2M GROUP'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 M2M GROUP's stock is overvalued or undervalued compared to its peers.
- Examining M2M GROUP'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 M2M GROUP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of M2M GROUP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of M2M GROUP's stock. These opinions can provide insight into M2M GROUP's potential for growth and whether the stock is currently undervalued or overvalued.