Pakistan Aluminium (Pakistan) Performance
| PABC Stock | 121.24 9.83 8.82% |
On a scale of 0 to 100, Pakistan Aluminium holds a performance score of 20. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pakistan Aluminium are expected to decrease at a much lower rate. During the bear market, Pakistan Aluminium is likely to outperform the market. Please check Pakistan Aluminium's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Pakistan Aluminium's historical price patterns will revert.
Risk-Adjusted Performance
20 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Pakistan Aluminium Beverage are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Pakistan Aluminium sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Pakistan |
Pakistan Aluminium Relative Risk vs. Return Landscape
If you would invest 7,803 in Pakistan Aluminium Beverage on September 12, 2024 and sell it today you would earn a total of 4,321 from holding Pakistan Aluminium Beverage or generate 55.38% return on investment over 90 days. Pakistan Aluminium Beverage is generating 0.7293% of daily returns and assumes 2.8463% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Pakistan, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pakistan Aluminium Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pakistan Aluminium's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pakistan Aluminium Beverage, and traders can use it to determine the average amount a Pakistan Aluminium'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 = 0.2562
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Estimated Market Risk
| 2.85 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.73 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average Pakistan Aluminium is performing at about 20% 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 Pakistan Aluminium by adding it to a well-diversified portfolio.
Things to note about Pakistan Aluminium performance evaluation
Checking the ongoing alerts about Pakistan Aluminium for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pakistan Aluminium help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Pakistan Aluminium's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Pakistan Aluminium's stock performance include:- Analyzing Pakistan Aluminium'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 Pakistan Aluminium's stock is overvalued or undervalued compared to its peers.
- Examining Pakistan Aluminium'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 Pakistan Aluminium's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pakistan Aluminium's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pakistan Aluminium's stock. These opinions can provide insight into Pakistan Aluminium's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Pakistan Stock analysis
When running Pakistan Aluminium's price analysis, check to measure Pakistan Aluminium'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 Pakistan Aluminium is operating at the current time. Most of Pakistan Aluminium's value examination focuses on studying past and present price action to predict the probability of Pakistan Aluminium's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pakistan Aluminium's price. Additionally, you may evaluate how the addition of Pakistan Aluminium to your portfolios can decrease your overall portfolio volatility.
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