SVELEV Financials

Please note, the presentation of SVELEV's financial position, as portrayed in its financial statements, is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SVELEV's management is honest, while the outside auditors are strict and uncompromising. Please utilize our Beneish M Score to check the likelihood of SVELEV's management manipulating its earnings.

SVELEV's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. SVELEV volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was fourty-two with a total number of output elements of nineteen. The Beta measures systematic risk based on how returns on SVELEV 25 10 correlated with the market. If Beta is less than 0 SVELEV generally moves in the opposite direction as compared to the market. If SVELEV Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one SVELEV 25 10 is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of SVELEV is generally in the same direction as the market. If Beta > 1 SVELEV moves generally in the same direction as, but more than the movement of the benchmark.