MICRODATA (Morocco) Performance
| MICRODATA | 820.00 15.00 1.86% |
On a scale of 0 to 100, MICRODATA holds a performance score of 11. The company owns a Beta (Systematic Risk) of 0.78, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MICRODATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MICRODATA is expected to be smaller as well. Please check MICRODATA's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether MICRODATA's current price history will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in MICRODATA are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady fundamental indicators, MICRODATA sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
MICRODATA |
MICRODATA Relative Risk vs. Return Landscape
If you would invest 65,000 in MICRODATA on December 21, 2024 and sell it today you would earn a total of 17,000 from holding MICRODATA or generate 26.15% return on investment over 90 days. MICRODATA is generating 0.4125% of daily returns and assumes 2.7576% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than MICRODATA, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MICRODATA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MICRODATA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MICRODATA, and traders can use it to determine the average amount a MICRODATA'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 = 0.1496
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Estimated Market Risk
| 2.76 actual daily | 24 76% of assets are more volatile |
Expected Return
| 0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average MICRODATA is performing at about 11% 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 MICRODATA by adding it to a well-diversified portfolio.
Things to note about MICRODATA performance evaluation
Checking the ongoing alerts about MICRODATA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MICRODATA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating MICRODATA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate MICRODATA's stock performance include:- Analyzing MICRODATA'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 MICRODATA's stock is overvalued or undervalued compared to its peers.
- Examining MICRODATA'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 MICRODATA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MICRODATA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MICRODATA's stock. These opinions can provide insight into MICRODATA's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MICRODATA Stock analysis
When running MICRODATA's price analysis, check to measure MICRODATA'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 MICRODATA is operating at the current time. Most of MICRODATA's value examination focuses on studying past and present price action to predict the probability of MICRODATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MICRODATA's price. Additionally, you may evaluate how the addition of MICRODATA to your portfolios can decrease your overall portfolio volatility.
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