Arendals Fossekompani (Norway) Performance
AFK Stock | NOK 182.60 3.20 1.78% |
Arendals Fossekompani has a performance score of 7 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, Arendals Fossekompani's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arendals Fossekompani is expected to be smaller as well. Arendals Fossekompani ASA right now shows a risk of 2.04%. Please confirm Arendals Fossekompani ASA semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if Arendals Fossekompani ASA will be following its price patterns.
Risk-Adjusted Performance
7 of 100
Low | High |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Arendals Fossekompani ASA are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting forward-looking signals, Arendals Fossekompani may actually be approaching a critical reversion point that can send shares even higher in April 2024. ...more
Begin Period Cash Flow | 1.7 B | |
Total Cashflows From Investing Activities | 1.7 B |
Arendals |
Arendals Fossekompani Relative Risk vs. Return Landscape
If you would invest 16,371 in Arendals Fossekompani ASA on December 29, 2023 and sell it today you would earn a total of 1,889 from holding Arendals Fossekompani ASA or generate 11.54% return on investment over 90 days. Arendals Fossekompani ASA is generating 0.1912% of daily returns assuming 2.0421% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Arendals Fossekompani, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Arendals Fossekompani Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arendals Fossekompani's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arendals Fossekompani ASA, and traders can use it to determine the average amount a Arendals Fossekompani'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 = 0.0936
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | AFK | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
2.04 actual daily | 18 82% of assets are more volatile |
Expected Return
0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Arendals Fossekompani is performing at about 7% 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 Arendals Fossekompani by adding it to a well-diversified portfolio.
Arendals Fossekompani Fundamentals Growth
Arendals Stock prices reflect investors' perceptions of the future prospects and financial health of Arendals Fossekompani, and Arendals Fossekompani fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Arendals Stock performance.
Return On Equity | -0.0048 | |||
Return On Asset | 0.0371 | |||
Current Valuation | 14.31 B | |||
Shares Outstanding | 54.9 M | |||
Price To Earning | 55.02 X | |||
Price To Book | 4.30 X | |||
Price To Sales | 3.37 X | |||
Revenue | 4.2 B | |||
EBITDA | 630.5 M | |||
Cash Per Share | 955.71 X | |||
Debt To Equity | 38.40 % | |||
Cash Flow From Operations | 857.29 M | |||
Earnings Per Share | 0.94 X | |||
Total Asset | 6.84 B | |||
Retained Earnings | 717 M | |||
Current Asset | 4.79 B | |||
About Arendals Fossekompani Performance
To evaluate Arendals Fossekompani ASA 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 Arendals Fossekompani 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 Arendals 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 Arendals Fossekompani ASA market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Arendals'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.Arendals Fossekompani ASA, an industrial investment company, engages in the operating hydro power plants. Arendals Fossekompani ASA was founded in 1896 and is headquartered in Arendal, Norway. ARENDALS FOSSEKOMP operates under Electricity Distribution And Generation classification in Norway and is traded on Oslo Stock Exchange.Things to note about Arendals Fossekompani ASA performance evaluation
Checking the ongoing alerts about Arendals Fossekompani for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arendals Fossekompani ASA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.About 86.0% of the company shares are held by company insiders |
- Analyzing Arendals Fossekompani'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 Arendals Fossekompani's stock is overvalued or undervalued compared to its peers.
- Examining Arendals Fossekompani'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 Arendals Fossekompani's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arendals Fossekompani's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arendals Fossekompani's stock. These opinions can provide insight into Arendals Fossekompani's 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 Arendals Fossekompani ASA. 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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Arendals Stock analysis
When running Arendals Fossekompani's price analysis, check to measure Arendals Fossekompani'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 Arendals Fossekompani is operating at the current time. Most of Arendals Fossekompani's value examination focuses on studying past and present price action to predict the probability of Arendals Fossekompani's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arendals Fossekompani's price. Additionally, you may evaluate how the addition of Arendals Fossekompani to your portfolios can decrease your overall portfolio volatility.
Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
Commodity Directory Find actively traded commodities issued by global exchanges | |
Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
Stocks Directory Find actively traded stocks across global markets | |
Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |