Aurora Eiendom (Norway) Performance
| AURA Stock | 77.00 2.50 3.14% |
Aurora Eiendom has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0768, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aurora Eiendom are expected to decrease at a much lower rate. During the bear market, Aurora Eiendom is likely to outperform the market. Aurora Eiendom AS right now shows a risk of 2.29%. Please confirm Aurora Eiendom AS jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Aurora Eiendom AS will be following its price patterns.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Aurora Eiendom AS are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent essential indicators, Aurora Eiendom is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Aurora |
Aurora Eiendom Relative Risk vs. Return Landscape
If you would invest 7,550 in Aurora Eiendom AS on September 1, 2024 and sell it today you would earn a total of 150.00 from holding Aurora Eiendom AS or generate 1.99% return on investment over 90 days. Aurora Eiendom AS is generating 0.0556% of daily returns and assumes 2.2894% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Aurora, 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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Aurora Eiendom Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurora Eiendom's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Aurora Eiendom AS, and traders can use it to determine the average amount a Aurora Eiendom'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 = 0.0243
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Estimated Market Risk
| 2.29 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Aurora Eiendom is performing at about 1% 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 Aurora Eiendom by adding it to a well-diversified portfolio.
Things to note about Aurora Eiendom AS performance evaluation
Checking the ongoing alerts about Aurora Eiendom for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Aurora Eiendom AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Aurora Eiendom's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Aurora Eiendom's stock performance include:- Analyzing Aurora Eiendom'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 Aurora Eiendom's stock is overvalued or undervalued compared to its peers.
- Examining Aurora Eiendom'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 Aurora Eiendom's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aurora Eiendom's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Aurora Eiendom's stock. These opinions can provide insight into Aurora Eiendom's potential for growth and whether the stock is currently undervalued or overvalued.