Koncar Elektroindustrij (Croatia) Performance
On a scale of 0 to 100, Koncar Elektroindustrij holds a performance score of 10. The company secures a Beta (Market Risk) of 0.0456, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Koncar Elektroindustrij's returns are expected to increase less than the market. However, during the bear market, the loss of holding Koncar Elektroindustrij is expected to be smaller as well. Please check Koncar Elektroindustrij's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Koncar Elektroindustrij's current price movements will revert.
Risk-Adjusted Performance
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Over the last 90 days Koncar Elektroindustrija dd has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Koncar Elektroindustrij is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Koncar Elektroindustrij Relative Risk vs. Return Landscape
If you would invest 36,800 in Koncar Elektroindustrija dd on September 12, 2024 and sell it today you would earn a total of 4,600 from holding Koncar Elektroindustrija dd or generate 12.5% return on investment over 90 days. Koncar Elektroindustrija dd is generating 0.2021% of daily returns and assumes 1.569% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Koncar, and 96% 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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Koncar Elektroindustrij Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Koncar Elektroindustrij's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Koncar Elektroindustrija dd, and traders can use it to determine the average amount a Koncar Elektroindustrij'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 = 0.1288
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Estimated Market Risk
| 1.57 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Koncar Elektroindustrij is performing at about 10% 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 Koncar Elektroindustrij by adding it to a well-diversified portfolio.
About Koncar Elektroindustrij Performance
Assessing Koncar Elektroindustrij's fundamental ratios provides investors with valuable insights into Koncar Elektroindustrij's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Koncar Elektroindustrij 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 Koncar Elektroindustrij performance evaluation
Checking the ongoing alerts about Koncar Elektroindustrij for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Koncar Elektroindustrij help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Koncar Elektroindustrij's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Koncar Elektroindustrij's stock performance include:- Analyzing Koncar Elektroindustrij'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 Koncar Elektroindustrij's stock is overvalued or undervalued compared to its peers.
- Examining Koncar Elektroindustrij'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 Koncar Elektroindustrij's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Koncar Elektroindustrij's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Koncar Elektroindustrij's stock. These opinions can provide insight into Koncar Elektroindustrij's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Koncar Stock Analysis
When running Koncar Elektroindustrij's price analysis, check to measure Koncar Elektroindustrij'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 Koncar Elektroindustrij is operating at the current time. Most of Koncar Elektroindustrij's value examination focuses on studying past and present price action to predict the probability of Koncar Elektroindustrij's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Koncar Elektroindustrij's price. Additionally, you may evaluate how the addition of Koncar Elektroindustrij to your portfolios can decrease your overall portfolio volatility.