TRANSILVANIA LEASING (Romania) Performance
| TSLA Stock | 0.09 0 5.49% |
The entity owns a Beta (Systematic Risk) of -0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TRANSILVANIA LEASING are expected to decrease at a much lower rate. During the bear market, TRANSILVANIA LEASING is likely to outperform the market. At this point, TRANSILVANIA LEASING has a negative expected return of -0.0622%. Please make sure to validate TRANSILVANIA LEASING's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if TRANSILVANIA LEASING performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days TRANSILVANIA LEASING SI has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, TRANSILVANIA LEASING is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
TRANSILVANIA |
TRANSILVANIA LEASING Relative Risk vs. Return Landscape
If you would invest 9.20 in TRANSILVANIA LEASING SI on September 13, 2024 and sell it today you would lose (0.55) from holding TRANSILVANIA LEASING SI or give up 5.98% of portfolio value over 90 days. TRANSILVANIA LEASING SI is generating negative expected returns and assumes 2.6323% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than TRANSILVANIA, 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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TRANSILVANIA LEASING Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRANSILVANIA LEASING's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TRANSILVANIA LEASING SI, and traders can use it to determine the average amount a TRANSILVANIA LEASING'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 = -0.0236
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TSLA |
Estimated Market Risk
| 2.63 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TRANSILVANIA LEASING 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 TRANSILVANIA LEASING by adding TRANSILVANIA LEASING to a well-diversified portfolio.
Things to note about TRANSILVANIA LEASING performance evaluation
Checking the ongoing alerts about TRANSILVANIA LEASING for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TRANSILVANIA LEASING help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TRANSILVANIA LEASING generated a negative expected return over the last 90 days | |
| TRANSILVANIA LEASING has some characteristics of a very speculative penny stock |
- Analyzing TRANSILVANIA LEASING'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 TRANSILVANIA LEASING's stock is overvalued or undervalued compared to its peers.
- Examining TRANSILVANIA LEASING'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 TRANSILVANIA LEASING's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TRANSILVANIA LEASING's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TRANSILVANIA LEASING's stock. These opinions can provide insight into TRANSILVANIA LEASING's potential for growth and whether the stock is currently undervalued or overvalued.