Razen SA (Brazil) Performance
| RAIZ4 Stock | 2.45 0.01 0.41% |
The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Razen SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Razen SA is expected to be smaller as well. At this point, Razen SA has a negative expected return of -0.34%. Please make sure to check Razen SA's coefficient of variation, treynor ratio, skewness, as well as the relationship between the jensen alpha and value at risk , to decide if Razen SA 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 Razen SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
Razen |
Razen SA Relative Risk vs. Return Landscape
If you would invest 310.00 in Razen SA on September 16, 2024 and sell it today you would lose (65.00) from holding Razen SA or give up 20.97% of portfolio value over 90 days. Razen SA is generating negative expected returns and assumes 2.3992% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Razen, 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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Razen SA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Razen SA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Razen SA, and traders can use it to determine the average amount a Razen SA'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 = -0.1411
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| Negative Returns | RAIZ4 |
Estimated Market Risk
| 2.4 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.34 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 Razen SA 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 Razen SA by adding Razen SA to a well-diversified portfolio.
Things to note about Razen SA performance evaluation
Checking the ongoing alerts about Razen SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Razen SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Razen SA generated a negative expected return over the last 90 days |
- Analyzing Razen SA'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 Razen SA's stock is overvalued or undervalued compared to its peers.
- Examining Razen SA'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 Razen SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Razen SA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Razen SA's stock. These opinions can provide insight into Razen SA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Razen Stock Analysis
When running Razen SA's price analysis, check to measure Razen SA'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 Razen SA is operating at the current time. Most of Razen SA's value examination focuses on studying past and present price action to predict the probability of Razen SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Razen SA's price. Additionally, you may evaluate how the addition of Razen SA to your portfolios can decrease your overall portfolio volatility.