John Keells (Sri Lanka) Performance
| KHLN0000 | 18.80 0.30 1.62% |
On a scale of 0 to 100, John Keells holds a performance score of 18. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning John Keells are expected to decrease at a much lower rate. During the bear market, John Keells is likely to outperform the market. Please check John Keells' downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether John Keells' current trending patterns will revert.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in John Keells Hotels are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, John Keells sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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John Keells Relative Risk vs. Return Landscape
If you would invest 1,510 in John Keells Hotels on September 17, 2024 and sell it today you would earn a total of 370.00 from holding John Keells Hotels or generate 24.5% return on investment over 90 days. John Keells Hotels is generating 0.3789% of daily returns and assumes 1.6327% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than John, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
John Keells Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Keells' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as John Keells Hotels, and traders can use it to determine the average amount a John Keells' 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 = 0.2321
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Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.38 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average John Keells is performing at about 18% 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 John Keells by adding it to a well-diversified portfolio.
About John Keells Performance
By analyzing John Keells' fundamental ratios, stakeholders can gain valuable insights into John Keells' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if John Keells 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 John Keells 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 John Keells Hotels performance evaluation
Checking the ongoing alerts about John Keells for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for John Keells Hotels help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating John Keells' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate John Keells' stock performance include:- Analyzing John Keells' 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 John Keells' stock is overvalued or undervalued compared to its peers.
- Examining John Keells' 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 John Keells' management team can have a significant impact on its success or failure. Reviewing the track record and experience of John Keells' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of John Keells' stock. These opinions can provide insight into John Keells' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for John Stock analysis
When running John Keells' price analysis, check to measure John Keells' 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 John Keells is operating at the current time. Most of John Keells' value examination focuses on studying past and present price action to predict the probability of John Keells' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John Keells' price. Additionally, you may evaluate how the addition of John Keells to your portfolios can decrease your overall portfolio volatility.
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