SAF Special (Thailand) Performance
| SAF Stock | 0.51 0.02 3.77% |
The firm has a beta of 1.0, which indicates possible diversification benefits within a given portfolio. SAF Special returns are very sensitive to returns on the market. As the market goes up or down, SAF Special is expected to follow. At this point, SAF Special Steel has a negative expected return of -0.1%. Please make sure to validate SAF Special's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if SAF Special Steel performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days SAF Special Steel has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's technical and fundamental indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the company institutional investors. ...more
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SAF Special Relative Risk vs. Return Landscape
If you would invest 58.00 in SAF Special Steel on September 14, 2024 and sell it today you would lose (7.00) from holding SAF Special Steel or give up 12.07% of portfolio value over 90 days. SAF Special Steel is producing return of less than zero assuming 4.7994% volatility of returns over the 90 days investment horizon. Simply put, 42% of all stocks have less volatile historical return distribution than SAF Special, and 99% 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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SAF Special Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAF Special's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAF Special Steel, and traders can use it to determine the average amount a SAF Special'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 = -0.0211
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| Negative Returns | SAF |
Estimated Market Risk
| 4.8 actual daily | 42 58% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SAF Special is not performing at its full potential. However, 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 SAF Special by adding SAF Special to a well-diversified portfolio.
About SAF Special Performance
By examining SAF Special's fundamental ratios, stakeholders can obtain critical insights into SAF Special's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that SAF Special is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about SAF Special Steel performance evaluation
Checking the ongoing alerts about SAF Special for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAF Special Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SAF Special Steel generated a negative expected return over the last 90 days | |
| SAF Special Steel has some characteristics of a very speculative penny stock | |
| SAF Special Steel has high historical volatility and very poor performance |
- Analyzing SAF Special'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 SAF Special's stock is overvalued or undervalued compared to its peers.
- Examining SAF Special'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 SAF Special's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAF Special's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAF Special's stock. These opinions can provide insight into SAF Special's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in SAF Stock
SAF Special financial ratios help investors to determine whether SAF Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SAF with respect to the benefits of owning SAF Special security.