Centrais Eltricas (Brazil) Performance
ELET6 Preferred Stock | BRL 42.63 0.06 0.14% |
The firm shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Centrais Eltricas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Centrais Eltricas is expected to be smaller as well. Centrais Eltricas has an expected return of -0.11%. Please make sure to confirm Centrais Eltricas treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Centrais Eltricas performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Centrais Eltricas Brasileiras has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Preferred Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Begin Period Cash Flow | 286.6 M | |
Total Cashflows From Investing Activities | 124 M |
Centrais |
Centrais Eltricas Relative Risk vs. Return Landscape
If you would invest 4,595 in Centrais Eltricas Brasileiras on January 20, 2024 and sell it today you would lose (332.00) from holding Centrais Eltricas Brasileiras or give up 7.23% of portfolio value over 90 days. Centrais Eltricas Brasileiras is generating negative expected returns and assumes 1.398% volatility on return distribution over the 90 days horizon. Simply put, 12% of preferred stocks are less volatile than Centrais, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Centrais Eltricas Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Centrais Eltricas' investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Centrais Eltricas Brasileiras, and traders can use it to determine the average amount a Centrais Eltricas' 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 = -0.0796
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | ELET6 |
Estimated Market Risk
1.4 actual daily | 12 88% of assets are more volatile |
Expected Return
-0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Centrais Eltricas 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 Centrais Eltricas by adding Centrais Eltricas to a well-diversified portfolio.
Centrais Eltricas Fundamentals Growth
Centrais Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Centrais Eltricas, and Centrais Eltricas 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 Centrais Preferred Stock performance.
Return On Equity | 0.0392 | ||||
Return On Asset | 0.032 | ||||
Profit Margin | 0.12 % | ||||
Operating Margin | 0.31 % | ||||
Current Valuation | 141.11 B | ||||
Shares Outstanding | 275.53 M | ||||
Price To Earning | 3.75 X | ||||
Price To Book | 0.91 X | ||||
Price To Sales | 2.45 X | ||||
Revenue | 37.62 B | ||||
EBITDA | 13.47 B | ||||
Cash And Equivalents | 107.05 M | ||||
Cash Per Share | 5.66 X | ||||
Total Debt | 36.47 B | ||||
Debt To Equity | 97.40 % | ||||
Book Value Per Share | 48.45 X | ||||
Cash Flow From Operations | 8.23 B | ||||
Earnings Per Share | 1.53 X | ||||
Total Asset | 188.3 B | ||||
Retained Earnings | 9.75 B | ||||
Current Asset | 26.7 B | ||||
Current Liabilities | 31.38 B | ||||
About Centrais Eltricas Performance
To evaluate Centrais Eltricas Preferred 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 Centrais Eltricas 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 Centrais Preferred 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 Centrais Eltricas market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Centrais'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.Centrais Eltricas Brasileiras S.A. - Eletrobras, through its subsidiaries, engages in the generation, transmission, and distribution of electricity in Brazil. The company was founded in 1962 and is based in Rio de Janeiro, Brazil. ELETROBRAS PNB operates under Utilities - Regulated Electric classification in Brazil and is traded on Sao Paolo Stock Exchange. It employs 14211 people.Things to note about Centrais Eltricas performance evaluation
Checking the ongoing alerts about Centrais Eltricas for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Centrais Eltricas help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Centrais Eltricas generated a negative expected return over the last 90 days | |
Centrais Eltricas has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
About 57.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Centrais Eltricas' 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 Centrais Eltricas' stock is overvalued or undervalued compared to its peers.
- Examining Centrais Eltricas' 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 Centrais Eltricas' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Centrais Eltricas' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Centrais Eltricas' preferred stock. These opinions can provide insight into Centrais Eltricas' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Centrais Eltricas Brasileiras. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Centrais Eltricas information on this page should be used as a complementary analysis to other Centrais Eltricas' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Centrais Preferred Stock analysis
When running Centrais Eltricas' price analysis, check to measure Centrais Eltricas' 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 Centrais Eltricas is operating at the current time. Most of Centrais Eltricas' value examination focuses on studying past and present price action to predict the probability of Centrais Eltricas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Centrais Eltricas' price. Additionally, you may evaluate how the addition of Centrais Eltricas to your portfolios can decrease your overall portfolio volatility.
Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
FinTech Suite Use AI to screen and filter profitable investment opportunities | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |