Agalawatte Plantations (Sri Lanka) Performance
AGALN0000 | LKR 27.80 0.30 11.46% |
Agalawatte Plantations has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Agalawatte Plantations' returns are expected to increase less than the market. However, during the bear market, the loss of holding Agalawatte Plantations is expected to be smaller as well. Agalawatte Plantations right now shows a risk of 1.64%. Please confirm Agalawatte Plantations value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Agalawatte Plantations will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Agalawatte Plantations PLC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Agalawatte Plantations is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Agalawatte Plantations Relative Risk vs. Return Landscape
If you would invest 3,420 in Agalawatte Plantations PLC on February 3, 2024 and sell it today you would earn a total of 80.00 from holding Agalawatte Plantations PLC or generate 2.34% return on investment over 90 days. Agalawatte Plantations PLC is generating 0.141% of daily returns and assumes 1.6393% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Agalawatte, and 98% 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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Agalawatte Plantations Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agalawatte Plantations' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Agalawatte Plantations PLC, and traders can use it to determine the average amount a Agalawatte Plantations' 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 = 0.086
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Estimated Market Risk
1.64 actual daily | 14 86% of assets are more volatile |
Expected Return
0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Agalawatte Plantations is performing at about 6% 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 Agalawatte Plantations by adding it to a well-diversified portfolio.
About Agalawatte Plantations Performance
To evaluate Agalawatte Plantations Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Agalawatte Plantations generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Agalawatte Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Agalawatte Plantations market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Agalawatte's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about Agalawatte Plantations performance evaluation
Checking the ongoing alerts about Agalawatte Plantations for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Agalawatte Plantations help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Agalawatte Plantations' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Agalawatte Plantations' stock performance include:- Analyzing Agalawatte Plantations' 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 Agalawatte Plantations' stock is overvalued or undervalued compared to its peers.
- Examining Agalawatte Plantations' 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 Agalawatte Plantations' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Agalawatte Plantations' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Agalawatte Plantations' stock. These opinions can provide insight into Agalawatte Plantations' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Agalawatte Plantations PLC. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for Agalawatte Stock analysis
When running Agalawatte Plantations' price analysis, check to measure Agalawatte Plantations' 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 Agalawatte Plantations is operating at the current time. Most of Agalawatte Plantations' value examination focuses on studying past and present price action to predict the probability of Agalawatte Plantations' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agalawatte Plantations' price. Additionally, you may evaluate how the addition of Agalawatte Plantations to your portfolios can decrease your overall portfolio volatility.
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