Alibaba Group (Mexico) Performance
| BABAN Stock | MXN 1,176 5.69 0.49% |
The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alibaba Group are expected to decrease at a much lower rate. During the bear market, Alibaba Group is likely to outperform the market. Alibaba Group Holding right now shows a risk of 2.33%. Please confirm Alibaba Group Holding total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if Alibaba Group Holding will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Alibaba Group Holding has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Alibaba Group is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
Alibaba |
Alibaba Group Relative Risk vs. Return Landscape
If you would invest 117,935 in Alibaba Group Holding on January 20, 2024 and sell it today you would lose (335.00) from holding Alibaba Group Holding or give up 0.28% of portfolio value over 90 days. Alibaba Group Holding is generating 0.0217% of daily returns and assumes 2.3301% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Alibaba, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Alibaba Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alibaba Group Holding, and traders can use it to determine the average amount a Alibaba Group'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 = 0.0093
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BABAN |
Estimated Market Risk
| 2.33 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alibaba Group 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 Alibaba Group by adding Alibaba Group to a well-diversified portfolio.
Alibaba Group Fundamentals Growth
Alibaba Stock prices reflect investors' perceptions of the future prospects and financial health of Alibaba Group, and Alibaba Group 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 Alibaba Stock performance.
| Return On Equity | -0.0012 | |||
| Return On Asset | 0.0366 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 3.99 T | |||
| Shares Outstanding | 2.68 B | |||
| Price To Earning | 19.84 X | |||
| Price To Book | 1.79 X | |||
| Price To Sales | 5.48 X | |||
| Revenue | 859.36 B | |||
| EBITDA | 146.09 B | |||
| Cash And Equivalents | 462.16 B | |||
| Cash Per Share | 170.83 X | |||
| Total Debt | 148.05 B | |||
| Debt To Equity | 0.14 % | |||
| Book Value Per Share | 361.12 X | |||
| Cash Flow From Operations | 209.77 B | |||
| Earnings Per Share | 69.17 X | |||
| Total Asset | 456.4 B | |||
| Retained Earnings | 84.14 B | |||
| Current Asset | 136.33 B | |||
| Current Liabilities | 67.43 B | |||
About Alibaba Group Performance
To evaluate Alibaba Group Holding 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 Alibaba Group 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 Alibaba 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 Alibaba Group Holding market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Alibaba'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.Alibaba Group Holding Limited, through its subsidiaries, provides online and mobile commerce businesses in the Peoples Republic of China and internationally. The company was founded in 1999 and is based in Hangzhou, the Peoples Republic of China. ALIBABA GROUP operates under Specialty Retail, Other classification in Mexico and is traded on Mexico Stock Exchange. It employs 252084 people.Things to note about Alibaba Group Holding performance evaluation
Checking the ongoing alerts about Alibaba Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Alibaba Group Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Alibaba Group's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Alibaba Group's stock performance include:- Analyzing Alibaba Group'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 Alibaba Group's stock is overvalued or undervalued compared to its peers.
- Examining Alibaba Group'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 Alibaba Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alibaba Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Alibaba Group's stock. These opinions can provide insight into Alibaba Group'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 Alibaba Group Holding. 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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Alibaba Stock analysis
When running Alibaba Group's price analysis, check to measure Alibaba Group'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 Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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