MCB Investment (Pakistan) Performance
| MCBIM Stock | 64.05 4.32 6.32% |
On a scale of 0 to 100, MCB Investment holds a performance score of 21. The firm owns a Beta (Systematic Risk) of 0.0954, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MCB Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding MCB Investment is expected to be smaller as well. Please check MCB Investment's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether MCB Investment's current price history will revert.
Risk-Adjusted Performance
21 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in MCB Investment Manag are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. Despite quite weak fundamental drivers, MCB Investment disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
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MCB Investment Relative Risk vs. Return Landscape
If you would invest 3,713 in MCB Investment Manag on September 12, 2024 and sell it today you would earn a total of 2,692 from holding MCB Investment Manag or generate 72.5% return on investment over 90 days. MCB Investment Manag is generating 0.9397% of daily returns and assumes 3.4198% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than MCB, and 82% 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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MCB Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCB Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MCB Investment Manag, and traders can use it to determine the average amount a MCB 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 = 0.2748
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Estimated Market Risk
| 3.42 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.94 actual daily | 18 82% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average MCB Investment is performing at about 21% 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 MCB Investment by adding it to a well-diversified portfolio.
Things to note about MCB Investment Manag performance evaluation
Checking the ongoing alerts about MCB Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MCB Investment Manag help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MCB Investment Manag appears to be risky and price may revert if volatility continues |
- Analyzing MCB 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 MCB Investment's stock is overvalued or undervalued compared to its peers.
- Examining MCB 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 MCB Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MCB Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MCB Investment's stock. These opinions can provide insight into MCB Investment's potential for growth and whether the stock is currently undervalued or overvalued.