Icape Holding (France) Performance
| ALICA Stock | 7.64 0.06 0.78% |
The company retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Icape Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Icape Holding is expected to be smaller as well. At this point, Icape Holding has a negative expected return of -0.36%. Please make sure to check out Icape Holding's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Icape Holding 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 Icape Holding 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
Icape |
Icape Holding Relative Risk vs. Return Landscape
If you would invest 982.00 in Icape Holding on September 4, 2024 and sell it today you would lose (218.00) from holding Icape Holding or give up 22.2% of portfolio value over 90 days. Icape Holding is generating negative expected returns and assumes 2.4129% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Icape, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Icape Holding Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Icape Holding's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Icape Holding, and traders can use it to determine the average amount a Icape Holding'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 = -0.1478
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ALICA |
Estimated Market Risk
| 2.41 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Icape Holding 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 Icape Holding by adding Icape Holding to a well-diversified portfolio.
Things to note about Icape Holding performance evaluation
Checking the ongoing alerts about Icape Holding for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Icape Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Icape Holding generated a negative expected return over the last 90 days |
- Analyzing Icape Holding'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 Icape Holding's stock is overvalued or undervalued compared to its peers.
- Examining Icape Holding'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 Icape Holding's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Icape Holding's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Icape Holding's stock. These opinions can provide insight into Icape Holding's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Icape Stock Analysis
When running Icape Holding's price analysis, check to measure Icape Holding'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 Icape Holding is operating at the current time. Most of Icape Holding's value examination focuses on studying past and present price action to predict the probability of Icape Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Icape Holding's price. Additionally, you may evaluate how the addition of Icape Holding to your portfolios can decrease your overall portfolio volatility.