TPL Insurance (Pakistan) Performance
| TPLI Stock | 11.09 0.09 0.82% |
TPL Insurance has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TPL Insurance are expected to decrease at a much lower rate. During the bear market, TPL Insurance is likely to outperform the market. TPL Insurance presently has a risk of 3.26%. Please validate TPL Insurance jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if TPL Insurance will be following its existing price patterns.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in TPL Insurance are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, TPL Insurance is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
TPL |
TPL Insurance Relative Risk vs. Return Landscape
If you would invest 1,116 in TPL Insurance on September 12, 2024 and sell it today you would lose (7.00) from holding TPL Insurance or give up 0.63% of portfolio value over 90 days. TPL Insurance is generating 0.0416% of daily returns and assumes 3.2609% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than TPL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TPL Insurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TPL Insurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TPL Insurance, and traders can use it to determine the average amount a TPL Insurance'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 = 0.0128
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| Negative Returns | TPLI |
Estimated Market Risk
| 3.26 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average TPL Insurance is performing at about 1% 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 TPL Insurance by adding it to a well-diversified portfolio.
About TPL Insurance Performance
By analyzing TPL Insurance's fundamental ratios, stakeholders can gain valuable insights into TPL Insurance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TPL Insurance has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if TPL Insurance has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about TPL Insurance performance evaluation
Checking the ongoing alerts about TPL Insurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TPL Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TPL Insurance had very high historical volatility over the last 90 days |
- Analyzing TPL Insurance'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 TPL Insurance's stock is overvalued or undervalued compared to its peers.
- Examining TPL Insurance'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 TPL Insurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TPL Insurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TPL Insurance's stock. These opinions can provide insight into TPL Insurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TPL Stock analysis
When running TPL Insurance's price analysis, check to measure TPL Insurance'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 TPL Insurance is operating at the current time. Most of TPL Insurance's value examination focuses on studying past and present price action to predict the probability of TPL Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TPL Insurance's price. Additionally, you may evaluate how the addition of TPL Insurance to your portfolios can decrease your overall portfolio volatility.
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