Standard Supply (Norway) Performance
| STSU Stock | 22.95 2.90 14.46% |
The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Standard Supply's returns are expected to increase less than the market. However, during the bear market, the loss of holding Standard Supply is expected to be smaller as well. At this point, Standard Supply AS has a negative expected return of -1.33%. Please make sure to validate Standard Supply's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Standard Supply AS performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Standard Supply AS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's essential indicators remain quite persistent which may send shares a bit higher in January 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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Standard Supply Relative Risk vs. Return Landscape
If you would invest 11,804 in Standard Supply AS on September 16, 2024 and sell it today you would lose (9,509) from holding Standard Supply AS or give up 80.56% of portfolio value over 90 days. Standard Supply AS is generating negative expected returns and assumes 11.0765% volatility on return distribution over the 90 days horizon. Simply put, 98% of stocks are less volatile than Standard, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Standard Supply Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Standard Supply's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Standard Supply AS, and traders can use it to determine the average amount a Standard Supply'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 = -0.1201
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| Negative Returns | STSU |
Estimated Market Risk
| 11.08 actual daily | 96 96% of assets are less volatile |
Expected Return
| -1.33 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Standard Supply 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 Standard Supply by adding Standard Supply to a well-diversified portfolio.
Things to note about Standard Supply AS performance evaluation
Checking the ongoing alerts about Standard Supply for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Standard Supply AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Standard Supply AS generated a negative expected return over the last 90 days | |
| Standard Supply AS has high historical volatility and very poor performance |
- Analyzing Standard Supply'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 Standard Supply's stock is overvalued or undervalued compared to its peers.
- Examining Standard Supply'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 Standard Supply's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Standard Supply's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Standard Supply's stock. These opinions can provide insight into Standard Supply's potential for growth and whether the stock is currently undervalued or overvalued.