Nyfosa AB (Sweden) Performance
| NYF Stock | 99.90 1.40 1.38% |
The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nyfosa AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nyfosa AB is expected to be smaller as well. At this point, Nyfosa AB has a negative expected return of -0.13%. Please make sure to verify Nyfosa AB's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Nyfosa AB performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Nyfosa AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's technical and fundamental indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Nyfosa |
Nyfosa AB Relative Risk vs. Return Landscape
If you would invest 10,900 in Nyfosa AB on November 29, 2024 and sell it today you would lose (910.00) from holding Nyfosa AB or give up 8.35% of portfolio value over 90 days. Nyfosa AB is producing return of less than zero assuming 1.9398% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than Nyfosa AB, and 99% 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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Nyfosa AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nyfosa AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nyfosa AB, and traders can use it to determine the average amount a Nyfosa AB'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 = -0.0679
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| Negative Returns | NYF |
Estimated Market Risk
| 1.94 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nyfosa AB is not performing at its full potential. However, 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 Nyfosa AB by adding Nyfosa AB to a well-diversified portfolio.
Things to note about Nyfosa AB performance evaluation
Checking the ongoing alerts about Nyfosa AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nyfosa AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nyfosa AB generated a negative expected return over the last 90 days |
- Analyzing Nyfosa AB'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 Nyfosa AB's stock is overvalued or undervalued compared to its peers.
- Examining Nyfosa AB'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 Nyfosa AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nyfosa AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nyfosa AB's stock. These opinions can provide insight into Nyfosa AB's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Nyfosa Stock Analysis
When running Nyfosa AB's price analysis, check to measure Nyfosa AB'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 Nyfosa AB is operating at the current time. Most of Nyfosa AB's value examination focuses on studying past and present price action to predict the probability of Nyfosa AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nyfosa AB's price. Additionally, you may evaluate how the addition of Nyfosa AB to your portfolios can decrease your overall portfolio volatility.