Pakistan Refinery (Pakistan) Performance
| PRL Stock | 34.13 0.60 1.73% |
On a scale of 0 to 100, Pakistan Refinery holds a performance score of 8. The company holds a Beta of -0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pakistan Refinery are expected to decrease at a much lower rate. During the bear market, Pakistan Refinery is likely to outperform the market. Please check Pakistan Refinery's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether Pakistan Refinery's historical price patterns will revert.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Pakistan Refinery are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Pakistan Refinery reported solid returns over the last few months and may actually be approaching a breakup point. ...more
Pakistan |
Pakistan Refinery Relative Risk vs. Return Landscape
If you would invest 2,683 in Pakistan Refinery on December 2, 2024 and sell it today you would earn a total of 730.00 from holding Pakistan Refinery or generate 27.21% return on investment over 90 days. Pakistan Refinery is generating 0.4673% of daily returns and assumes 4.1782% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Pakistan, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Pakistan Refinery Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pakistan Refinery's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Pakistan Refinery, and traders can use it to determine the average amount a Pakistan Refinery'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 = 0.1119
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | PRL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 4.18 actual daily | 37 63% of assets are more volatile |
Expected Return
| 0.47 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Pakistan Refinery is performing at about 8% 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 Refinery by adding it to a well-diversified portfolio.
Things to note about Pakistan Refinery performance evaluation
Checking the ongoing alerts about Pakistan Refinery for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Pakistan Refinery help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Pakistan Refinery had very high historical volatility over the last 90 days |
- Analyzing Pakistan Refinery'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 Refinery's stock is overvalued or undervalued compared to its peers.
- Examining Pakistan Refinery'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 Refinery's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Pakistan Refinery's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Pakistan Refinery's stock. These opinions can provide insight into Pakistan Refinery's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Pakistan Stock Analysis
When running Pakistan Refinery's price analysis, check to measure Pakistan Refinery'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 Refinery is operating at the current time. Most of Pakistan Refinery's value examination focuses on studying past and present price action to predict the probability of Pakistan Refinery'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 Refinery's price. Additionally, you may evaluate how the addition of Pakistan Refinery to your portfolios can decrease your overall portfolio volatility.