Agtira AB (Sweden) Performance
| AGTIRA-B | 1.37 0.16 13.22% |
The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Agtira AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Agtira AB is expected to be smaller as well. At this point, Agtira AB has a negative expected return of -0.28%. Please make sure to confirm Agtira AB's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Agtira AB 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 Agtira AB has generated negative risk-adjusted returns adding no value to investors with long positions. Despite uncertain performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Agtira |
Agtira AB Relative Risk vs. Return Landscape
If you would invest 206.00 in Agtira AB on August 23, 2024 and sell it today you would lose (69.00) from holding Agtira AB or give up 33.5% of portfolio value over 90 days. Agtira AB is generating negative expected returns and assumes 8.3603% volatility on return distribution over the 90 days horizon. Simply put, 74% of stocks are less volatile than Agtira, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Agtira AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Agtira AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Agtira AB, and traders can use it to determine the average amount a Agtira AB'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 = -0.0339
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| Negative Returns | AGTIRA-B |
Estimated Market Risk
| 8.36 actual daily | 74 74% of assets are less volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Agtira AB 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 Agtira AB by adding Agtira AB to a well-diversified portfolio.
Things to note about Agtira AB performance evaluation
Checking the ongoing alerts about Agtira AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Agtira AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Agtira AB generated a negative expected return over the last 90 days | |
| Agtira AB has high historical volatility and very poor performance | |
| Agtira AB may become a speculative penny stock |
- Analyzing Agtira AB'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 Agtira AB's stock is overvalued or undervalued compared to its peers.
- Examining Agtira AB'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 Agtira AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Agtira AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Agtira AB's stock. These opinions can provide insight into Agtira AB's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Agtira Stock analysis
When running Agtira AB's price analysis, check to measure Agtira AB'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 Agtira AB is operating at the current time. Most of Agtira AB's value examination focuses on studying past and present price action to predict the probability of Agtira AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agtira AB's price. Additionally, you may evaluate how the addition of Agtira AB to your portfolios can decrease your overall portfolio volatility.
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