Grupa HRC (Poland) Performance
| HRC Stock | 0.82 0.02 2.50% |
The company retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grupa HRC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grupa HRC is expected to be smaller as well. At this point, Grupa HRC SA has a negative expected return of -0.75%. Please make sure to check out Grupa HRC's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Grupa HRC 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 Grupa HRC SA has generated negative risk-adjusted returns adding no value to investors with long positions. Even with weak performance in the last few months, the Stock's basic indicators remain relatively invariable which may send shares a bit higher in December 2024. The latest agitation may also be a sign of long-running up-swing for the enterprise retail investors. ...more
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Grupa HRC Relative Risk vs. Return Landscape
If you would invest 110.00 in Grupa HRC SA on August 25, 2024 and sell it today you would lose (28.00) from holding Grupa HRC SA or give up 25.45% of portfolio value over 90 days. Grupa HRC SA is generating negative expected returns and assumes 4.719% volatility on return distribution over the 90 days horizon. Simply put, 42% of stocks are less volatile than Grupa, 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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Grupa HRC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupa HRC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Grupa HRC SA, and traders can use it to determine the average amount a Grupa HRC'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 = -0.1592
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| Negative Returns | HRC |
Estimated Market Risk
| 4.72 actual daily | 42 58% of assets are more volatile |
Expected Return
| -0.75 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Grupa HRC 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 Grupa HRC by adding Grupa HRC to a well-diversified portfolio.
Things to note about Grupa HRC SA performance evaluation
Checking the ongoing alerts about Grupa HRC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Grupa HRC SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Grupa HRC SA generated a negative expected return over the last 90 days | |
| Grupa HRC SA has some characteristics of a very speculative penny stock | |
| Grupa HRC SA has high historical volatility and very poor performance |
- Analyzing Grupa HRC'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 Grupa HRC's stock is overvalued or undervalued compared to its peers.
- Examining Grupa HRC'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 Grupa HRC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Grupa HRC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Grupa HRC's stock. These opinions can provide insight into Grupa HRC's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Grupa Stock Analysis
When running Grupa HRC's price analysis, check to measure Grupa HRC'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 Grupa HRC is operating at the current time. Most of Grupa HRC's value examination focuses on studying past and present price action to predict the probability of Grupa HRC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupa HRC's price. Additionally, you may evaluate how the addition of Grupa HRC to your portfolios can decrease your overall portfolio volatility.