Pakistan Hotel (Pakistan) Performance
| PHDL Stock | 57.75 2.54 4.21% |
On a scale of 0 to 100, Pakistan Hotel holds a performance score of 5. The company holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pakistan Hotel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pakistan Hotel is expected to be smaller as well. Please check Pakistan Hotel's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Pakistan Hotel's historical price patterns will revert.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Pakistan Hotel Developers are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Pakistan Hotel sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Pakistan |
Pakistan Hotel Relative Risk vs. Return Landscape
If you would invest 5,060 in Pakistan Hotel Developers on September 15, 2024 and sell it today you would earn a total of 715.00 from holding Pakistan Hotel Developers or generate 14.13% return on investment over 90 days. Pakistan Hotel Developers is generating 0.3111% of daily returns and assumes 4.6279% volatility on return distribution over the 90 days horizon. Simply put, 41% of stocks are less volatile than Pakistan, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pakistan Hotel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pakistan Hotel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pakistan Hotel Developers, and traders can use it to determine the average amount a Pakistan Hotel'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 = 0.0672
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PHDL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.63 actual daily | 41 59% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Pakistan Hotel is performing at about 5% 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 Hotel by adding it to a well-diversified portfolio.
Things to note about Pakistan Hotel Developers performance evaluation
Checking the ongoing alerts about Pakistan Hotel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pakistan Hotel Developers help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pakistan Hotel had very high historical volatility over the last 90 days |
- Analyzing Pakistan Hotel'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 Hotel's stock is overvalued or undervalued compared to its peers.
- Examining Pakistan Hotel'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 Hotel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pakistan Hotel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pakistan Hotel's stock. These opinions can provide insight into Pakistan Hotel's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Pakistan Stock analysis
When running Pakistan Hotel's price analysis, check to measure Pakistan Hotel'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 Hotel is operating at the current time. Most of Pakistan Hotel's value examination focuses on studying past and present price action to predict the probability of Pakistan Hotel'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 Hotel's price. Additionally, you may evaluate how the addition of Pakistan Hotel to your portfolios can decrease your overall portfolio volatility.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |