Kezar Life (Germany) Performance
| 2KZ Stock | 6.05 0.05 0.82% |
On a scale of 0 to 100, Kezar Life holds a performance score of 5. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kezar Life are expected to decrease at a much lower rate. During the bear market, Kezar Life is likely to outperform the market. Please check Kezar Life's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Kezar Life's current price movements will revert.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Kezar Life Sciences are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Kezar Life unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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Kezar Life Relative Risk vs. Return Landscape
If you would invest 500.00 in Kezar Life Sciences on September 21, 2024 and sell it today you would earn a total of 105.00 from holding Kezar Life Sciences or generate 21.0% return on investment over 90 days. Kezar Life Sciences is generating 0.4717% of daily returns and assumes 6.5062% volatility on return distribution over the 90 days horizon. Simply put, 57% of stocks are less volatile than Kezar, and 91% 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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Kezar Life Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kezar Life's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kezar Life Sciences, and traders can use it to determine the average amount a Kezar Life'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 = 0.0725
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Estimated Market Risk
| 6.51 actual daily | 57 57% of assets are less volatile |
Expected Return
| 0.47 actual daily | 9 91% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Kezar Life is performing at about 5% 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 Kezar Life by adding it to a well-diversified portfolio.
Things to note about Kezar Life Sciences performance evaluation
Checking the ongoing alerts about Kezar Life for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kezar Life Sciences help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kezar Life Sciences had very high historical volatility over the last 90 days |
- Analyzing Kezar Life'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 Kezar Life's stock is overvalued or undervalued compared to its peers.
- Examining Kezar Life'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 Kezar Life's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kezar Life's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kezar Life's stock. These opinions can provide insight into Kezar Life's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Kezar Stock Analysis
When running Kezar Life's price analysis, check to measure Kezar Life'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 Kezar Life is operating at the current time. Most of Kezar Life's value examination focuses on studying past and present price action to predict the probability of Kezar Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kezar Life's price. Additionally, you may evaluate how the addition of Kezar Life to your portfolios can decrease your overall portfolio volatility.