MAGHREB OXYGENE (Morocco) Performance
| MAGHREB-OXYGENE | 461.75 31.75 7.38% |
MAGHREB OXYGENE holds a performance score of 20 on a scale of zero to a hundred. The firm secures a Beta (Market Risk) of -0.0496, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MAGHREB OXYGENE are expected to decrease at a much lower rate. During the bear market, MAGHREB OXYGENE is likely to outperform the market. Use MAGHREB OXYGENE potential upside, and the relationship between the total risk alpha and kurtosis , to analyze future returns on MAGHREB OXYGENE.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in MAGHREB OXYGENE are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Despite somewhat conflicting technical and fundamental indicators, MAGHREB OXYGENE sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
MAGHREB |
MAGHREB OXYGENE Relative Risk vs. Return Landscape
If you would invest 23,605 in MAGHREB OXYGENE on December 24, 2024 and sell it today you would earn a total of 22,570 from holding MAGHREB OXYGENE or generate 95.62% return on investment over 90 days. MAGHREB OXYGENE is generating 1.1664% of daily returns and assumes 4.4658% volatility on return distribution over the 90 days horizon. Simply put, 39% of stocks are less volatile than MAGHREB, and 77% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MAGHREB OXYGENE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MAGHREB OXYGENE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MAGHREB OXYGENE, and traders can use it to determine the average amount a MAGHREB OXYGENE'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 = 0.2612
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Estimated Market Risk
| 4.47 actual daily | 39 61% of assets are more volatile |
Expected Return
| 1.17 actual daily | 23 77% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average MAGHREB OXYGENE is performing at about 20% 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 MAGHREB OXYGENE by adding it to a well-diversified portfolio.
Things to note about MAGHREB OXYGENE performance evaluation
Checking the ongoing alerts about MAGHREB OXYGENE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MAGHREB OXYGENE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MAGHREB OXYGENE appears to be risky and price may revert if volatility continues |
- Analyzing MAGHREB OXYGENE'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 MAGHREB OXYGENE's stock is overvalued or undervalued compared to its peers.
- Examining MAGHREB OXYGENE'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 MAGHREB OXYGENE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MAGHREB OXYGENE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MAGHREB OXYGENE's stock. These opinions can provide insight into MAGHREB OXYGENE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MAGHREB Stock analysis
When running MAGHREB OXYGENE's price analysis, check to measure MAGHREB OXYGENE'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 MAGHREB OXYGENE is operating at the current time. Most of MAGHREB OXYGENE's value examination focuses on studying past and present price action to predict the probability of MAGHREB OXYGENE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MAGHREB OXYGENE's price. Additionally, you may evaluate how the addition of MAGHREB OXYGENE to your portfolios can decrease your overall portfolio volatility.
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