Master Drilling (South Africa) Performance
| MDI Stock | 1,350 50.00 3.57% |
Master Drilling has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Master Drilling are expected to decrease at a much lower rate. During the bear market, Master Drilling is likely to outperform the market. Master Drilling Group right now secures a risk of 3.71%. Please verify Master Drilling Group treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Master Drilling Group will be following its current price movements.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Master Drilling Group are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Master Drilling may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Master |
Master Drilling Relative Risk vs. Return Landscape
If you would invest 130,400 in Master Drilling Group on December 24, 2024 and sell it today you would earn a total of 4,600 from holding Master Drilling Group or generate 3.53% return on investment over 90 days. Master Drilling Group is generating 0.1249% of daily returns and assumes 3.7096% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Master, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Master Drilling Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Master Drilling's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Master Drilling Group, and traders can use it to determine the average amount a Master Drilling'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 = 0.0337
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | MDI | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.71 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Master Drilling 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 Master Drilling by adding it to a well-diversified portfolio.
Things to note about Master Drilling Group performance evaluation
Checking the ongoing alerts about Master Drilling for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Master Drilling Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Master Drilling had very high historical volatility over the last 90 days |
- Analyzing Master Drilling'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 Master Drilling's stock is overvalued or undervalued compared to its peers.
- Examining Master Drilling'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 Master Drilling's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Master Drilling's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Master Drilling's stock. These opinions can provide insight into Master Drilling's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Master Stock analysis
When running Master Drilling's price analysis, check to measure Master Drilling'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 Master Drilling is operating at the current time. Most of Master Drilling's value examination focuses on studying past and present price action to predict the probability of Master Drilling's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Master Drilling's price. Additionally, you may evaluate how the addition of Master Drilling to your portfolios can decrease your overall portfolio volatility.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Transaction History View history of all your transactions and understand their impact on performance |