II Group (Thailand) Performance
| IIG Stock | 6.05 0.10 1.63% |
The company owns a Beta (Systematic Risk) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning II Group are expected to decrease at a much lower rate. During the bear market, II Group is likely to outperform the market. At this point, II Group Public has a negative expected return of -0.49%. Please make sure to check out II Group's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if II Group Public performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days II Group Public has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's technical and fundamental indicators remain quite persistent which may send shares a bit higher in January 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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II Group Relative Risk vs. Return Landscape
If you would invest 855.00 in II Group Public on September 16, 2024 and sell it today you would lose (250.00) from holding II Group Public or give up 29.24% of portfolio value over 90 days. II Group Public is producing return of less than zero assuming 3.5455% volatility of returns over the 90 days investment horizon. Simply put, 31% of all stocks have less volatile historical return distribution than II 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 |
II Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for II Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as II Group Public, and traders can use it to determine the average amount a II 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 = -0.1393
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| Negative Returns | IIG |
Estimated Market Risk
| 3.55 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average II 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 II Group by adding II Group to a well-diversified portfolio.
Things to note about II Group Public performance evaluation
Checking the ongoing alerts about II Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for II Group Public help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| II Group Public generated a negative expected return over the last 90 days | |
| II Group Public has high historical volatility and very poor performance |
- Analyzing II 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 II Group's stock is overvalued or undervalued compared to its peers.
- Examining II 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 II Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of II Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of II Group's stock. These opinions can provide insight into II Group's potential for growth and whether the stock is currently undervalued or overvalued.