ABO GROUP (Germany) Performance
| 3T61 Stock | 4.82 0.10 2.12% |
The firm shows a Beta (market volatility) of 0.0985, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ABO GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding ABO GROUP is expected to be smaller as well. At this point, ABO GROUP ENVIRONMENT has a negative expected return of -0.19%. Please make sure to confirm ABO GROUP's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if ABO GROUP ENVIRONMENT performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ABO GROUP ENVIRONMENT has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
ABO |
ABO GROUP Relative Risk vs. Return Landscape
If you would invest 550.00 in ABO GROUP ENVIRONMENT on September 17, 2024 and sell it today you would lose (68.00) from holding ABO GROUP ENVIRONMENT or give up 12.36% of portfolio value over 90 days. ABO GROUP ENVIRONMENT is producing return of less than zero assuming 1.4797% volatility of returns over the 90 days investment horizon. Simply put, 13% of all stocks have less volatile historical return distribution than ABO GROUP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABO GROUP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABO GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ABO GROUP ENVIRONMENT, and traders can use it to determine the average amount a ABO GROUP'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 = -0.1297
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3T61 |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABO GROUP 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 ABO GROUP by adding ABO GROUP to a well-diversified portfolio.
Things to note about ABO GROUP ENVIRONMENT performance evaluation
Checking the ongoing alerts about ABO GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ABO GROUP ENVIRONMENT help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ABO GROUP generated a negative expected return over the last 90 days |
- Analyzing ABO GROUP'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 ABO GROUP's stock is overvalued or undervalued compared to its peers.
- Examining ABO GROUP'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 ABO GROUP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ABO GROUP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ABO GROUP's stock. These opinions can provide insight into ABO GROUP's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ABO Stock analysis
When running ABO GROUP's price analysis, check to measure ABO GROUP'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 ABO GROUP is operating at the current time. Most of ABO GROUP's value examination focuses on studying past and present price action to predict the probability of ABO GROUP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABO GROUP's price. Additionally, you may evaluate how the addition of ABO GROUP to your portfolios can decrease your overall portfolio volatility.
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