Qnb Finansbank (Turkey) Performance
| QNBTR Stock | 274.00 4.25 1.53% |
The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Qnb Finansbank are expected to decrease at a much lower rate. During the bear market, Qnb Finansbank is likely to outperform the market. At this point, Qnb Finansbank AS has a negative expected return of -0.27%. Please make sure to check Qnb Finansbank's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to decide if Qnb Finansbank AS 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 Qnb Finansbank AS has generated negative risk-adjusted returns adding no value to investors with long positions. Despite inconsistent performance in the last few months, the Stock's forward indicators remain fairly strong which may send shares a bit higher in January 2025. The recent confusion may also be a sign of long-lasting up-swing for the firm traders. ...more
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Qnb Finansbank Relative Risk vs. Return Landscape
If you would invest 32,975 in Qnb Finansbank AS on September 12, 2024 and sell it today you would lose (5,575) from holding Qnb Finansbank AS or give up 16.91% of portfolio value over 90 days. Qnb Finansbank AS is generating negative expected returns and assumes 2.0614% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Qnb, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Qnb Finansbank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qnb Finansbank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Qnb Finansbank AS, and traders can use it to determine the average amount a Qnb Finansbank'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 = -0.1301
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| Negative Returns | QNBTR |
Estimated Market Risk
| 2.06 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Qnb Finansbank 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 Qnb Finansbank by adding Qnb Finansbank to a well-diversified portfolio.
Things to note about Qnb Finansbank AS performance evaluation
Checking the ongoing alerts about Qnb Finansbank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Qnb Finansbank AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Qnb Finansbank AS generated a negative expected return over the last 90 days |
- Analyzing Qnb Finansbank'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 Qnb Finansbank's stock is overvalued or undervalued compared to its peers.
- Examining Qnb Finansbank'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 Qnb Finansbank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Qnb Finansbank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Qnb Finansbank's stock. These opinions can provide insight into Qnb Finansbank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Qnb Stock analysis
When running Qnb Finansbank's price analysis, check to measure Qnb Finansbank'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 Qnb Finansbank is operating at the current time. Most of Qnb Finansbank's value examination focuses on studying past and present price action to predict the probability of Qnb Finansbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qnb Finansbank's price. Additionally, you may evaluate how the addition of Qnb Finansbank to your portfolios can decrease your overall portfolio volatility.
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