Pakistan Refinery (Pakistan) Performance
| PRL Stock | 38.14 0.99 2.53% |
The company holds a Beta of 0.0318, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pakistan Refinery's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pakistan Refinery is expected to be smaller as well. At this point, Pakistan Refinery has a negative expected return of -0.0462%. Please make sure to check Pakistan Refinery's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Pakistan Refinery 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 Pakistan Refinery has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Pakistan Refinery is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
Pakistan |
Pakistan Refinery Relative Risk vs. Return Landscape
If you would invest 4,081 in Pakistan Refinery on December 22, 2024 and sell it today you would lose (267.00) from holding Pakistan Refinery or give up 6.54% of portfolio value over 90 days. Pakistan Refinery is generating negative expected returns and assumes 3.5305% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Pakistan, and 99% 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 = -0.0131
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| Negative Returns | PRL |
Estimated Market Risk
| 3.53 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Pakistan Refinery 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 Pakistan Refinery by adding Pakistan Refinery 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 generated a negative expected return over the last 90 days | |
| Pakistan Refinery has high historical volatility and very poor performance |
- 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.