PROSTALUND (Germany) Performance
| 7PL Stock | 0.01 0.00 0.00% |
PROSTALUND holds a performance score of 30 on a scale of zero to a hundred. The company holds a Beta of -272.39, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PROSTALUND are expected to decrease by larger amounts. On the other hand, during market turmoil, PROSTALUND is expected to outperform it. Use PROSTALUND jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to analyze future returns on PROSTALUND.
Risk-Adjusted Performance
30 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in PROSTALUND AB are ranked lower than 30 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, PROSTALUND reported solid returns over the last few months and may actually be approaching a breakup point. ...more
PROSTALUND |
PROSTALUND Relative Risk vs. Return Landscape
If you would invest 58.00 in PROSTALUND AB on September 27, 2024 and sell it today you would lose (57.20) from holding PROSTALUND AB or give up 98.62% of portfolio value over 90 days. PROSTALUND AB is currently producing 130.7924% returns and takes up 341.0643% volatility of returns over 90 trading days. Put another way, most equities are less risky on the basis of their return distribution than PROSTALUND, and majority of traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
PROSTALUND Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PROSTALUND's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PROSTALUND AB, and traders can use it to determine the average amount a PROSTALUND'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 = 0.3835
| Best Portfolio | Best Equity | 7PL | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 341.06 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.38 actual daily | 30 70% of assets perform better |
Based on monthly moving average PROSTALUND is performing at about 30% 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 PROSTALUND by adding it to a well-diversified portfolio.
About PROSTALUND Performance
By analyzing PROSTALUND's fundamental ratios, stakeholders can gain valuable insights into PROSTALUND's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PROSTALUND 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 PROSTALUND 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 PROSTALUND AB performance evaluation
Checking the ongoing alerts about PROSTALUND for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PROSTALUND AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PROSTALUND AB is way too risky over 90 days horizon | |
| PROSTALUND AB has some characteristics of a very speculative penny stock | |
| PROSTALUND AB appears to be risky and price may revert if volatility continues |
- Analyzing PROSTALUND'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 PROSTALUND's stock is overvalued or undervalued compared to its peers.
- Examining PROSTALUND'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 PROSTALUND's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PROSTALUND's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PROSTALUND's stock. These opinions can provide insight into PROSTALUND's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for PROSTALUND Stock analysis
When running PROSTALUND's price analysis, check to measure PROSTALUND'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 PROSTALUND is operating at the current time. Most of PROSTALUND's value examination focuses on studying past and present price action to predict the probability of PROSTALUND's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PROSTALUND's price. Additionally, you may evaluate how the addition of PROSTALUND to your portfolios can decrease your overall portfolio volatility.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. |