Abak SA (Poland) Performance
| ABK Stock | 3.70 0.00 0.00% |
The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Abak SA are expected to decrease at a much lower rate. During the bear market, Abak SA is likely to outperform the market. At this point, Abak SA has a negative expected return of -0.49%. Please make sure to confirm Abak SA's standard deviation, as well as the relationship between the maximum drawdown and kurtosis , to decide if Abak SA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Abak SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in January 2025. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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Abak SA Relative Risk vs. Return Landscape
If you would invest 410.00 in Abak SA on September 14, 2024 and sell it today you would lose (40.00) from holding Abak SA or give up 9.76% of portfolio value over 90 days. Abak SA is generating negative expected returns and assumes 2.118% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Abak, 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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Abak SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abak SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Abak SA, and traders can use it to determine the average amount a Abak SA'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 = -0.2316
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| Negative Returns | ABK |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Abak SA 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 Abak SA by adding Abak SA to a well-diversified portfolio.
About Abak SA Performance
Assessing Abak SA's fundamental ratios provides investors with valuable insights into Abak SA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Abak SA is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Abak SA performance evaluation
Checking the ongoing alerts about Abak SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Abak SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Abak SA generated a negative expected return over the last 90 days |
- Analyzing Abak SA'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 Abak SA's stock is overvalued or undervalued compared to its peers.
- Examining Abak SA'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 Abak SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Abak SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Abak SA's stock. These opinions can provide insight into Abak SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Abak Stock Analysis
When running Abak SA's price analysis, check to measure Abak SA'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 Abak SA is operating at the current time. Most of Abak SA's value examination focuses on studying past and present price action to predict the probability of Abak SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abak SA's price. Additionally, you may evaluate how the addition of Abak SA to your portfolios can decrease your overall portfolio volatility.