Pakistan National (Pakistan) Performance
| PNSC Stock | 501.47 11.75 2.29% |
Pakistan National holds a performance score of 26 on a scale of zero to a hundred. The company holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pakistan National are expected to decrease at a much lower rate. During the bear market, Pakistan National is likely to outperform the market. Use Pakistan National standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Pakistan National.
Risk-Adjusted Performance
26 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Pakistan National Shipping are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Pakistan National sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Pakistan |
Pakistan National Relative Risk vs. Return Landscape
If you would invest 21,095 in Pakistan National Shipping on September 26, 2024 and sell it today you would earn a total of 29,052 from holding Pakistan National Shipping or generate 137.72% return on investment over 90 days. Pakistan National Shipping is generating 1.4501% of daily returns and assumes 4.2938% volatility on return distribution over the 90 days horizon. Simply put, 38% of stocks are less volatile than Pakistan, and 72% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pakistan National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pakistan National's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pakistan National Shipping, and traders can use it to determine the average amount a Pakistan National'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 = 0.3377
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | PNSC | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.29 actual daily | 38 62% of assets are more volatile |
Expected Return
| 1.45 actual daily | 28 72% of assets have higher returns |
Risk-Adjusted Return
| 0.34 actual daily | 26 74% of assets perform better |
Based on monthly moving average Pakistan National is performing at about 26% 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 National by adding it to a well-diversified portfolio.
Things to note about Pakistan National performance evaluation
Checking the ongoing alerts about Pakistan National for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pakistan National help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pakistan National appears to be risky and price may revert if volatility continues |
- Analyzing Pakistan National'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 National's stock is overvalued or undervalued compared to its peers.
- Examining Pakistan National'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 National's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pakistan National's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pakistan National's stock. These opinions can provide insight into Pakistan National's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Pakistan Stock analysis
When running Pakistan National's price analysis, check to measure Pakistan National'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 National is operating at the current time. Most of Pakistan National's value examination focuses on studying past and present price action to predict the probability of Pakistan National'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 National's price. Additionally, you may evaluate how the addition of Pakistan National to your portfolios can decrease your overall portfolio volatility.
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |