Mo Bruk (Poland) Performance
| MBR Stock | 351.50 0.50 0.14% |
On a scale of 0 to 100, Mo Bruk holds a performance score of 12. The company owns a Beta (Systematic Risk) of 0.0307, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mo Bruk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mo Bruk is expected to be smaller as well. Please check Mo Bruk's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Mo Bruk's current price history will revert.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Mo Bruk SA are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Mo Bruk reported solid returns over the last few months and may actually be approaching a breakup point. ...more
MBR |
Mo Bruk Relative Risk vs. Return Landscape
If you would invest 28,750 in Mo Bruk SA on October 25, 2024 and sell it today you would earn a total of 6,400 from holding Mo Bruk SA or generate 22.26% return on investment over 90 days. Mo Bruk SA is generating 0.3778% of daily returns and assumes 2.3127% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than MBR, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mo Bruk Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mo Bruk's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mo Bruk SA, and traders can use it to determine the average amount a Mo Bruk'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 = 0.1633
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | MBR | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.31 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.38 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Mo Bruk is performing at about 12% 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 Mo Bruk by adding it to a well-diversified portfolio.
Things to note about Mo Bruk SA performance evaluation
Checking the ongoing alerts about Mo Bruk for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mo Bruk SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Mo Bruk's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Mo Bruk's stock performance include:- Analyzing Mo Bruk'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 Mo Bruk's stock is overvalued or undervalued compared to its peers.
- Examining Mo Bruk'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 Mo Bruk's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mo Bruk's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mo Bruk's stock. These opinions can provide insight into Mo Bruk's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for MBR Stock Analysis
When running Mo Bruk's price analysis, check to measure Mo Bruk'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 Mo Bruk is operating at the current time. Most of Mo Bruk's value examination focuses on studying past and present price action to predict the probability of Mo Bruk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mo Bruk's price. Additionally, you may evaluate how the addition of Mo Bruk to your portfolios can decrease your overall portfolio volatility.