Transmissora Aliana (Brazil) Performance
| TAEE3 Stock | BRL 11.70 0.14 1.18% |
Transmissora Aliana has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.0283, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Transmissora Aliana are expected to decrease at a much lower rate. During the bear market, Transmissora Aliana is likely to outperform the market. Transmissora Aliana right now has a risk of 1.05%. Please validate Transmissora Aliana coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Transmissora Aliana will be following its existing price patterns.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Transmissora Aliana de are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Transmissora Aliana is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 896 M | |
| Total Cashflows From Investing Activities | -128.8 M |
Transmissora |
Transmissora Aliana Relative Risk vs. Return Landscape
If you would invest 1,114 in Transmissora Aliana de on February 23, 2024 and sell it today you would earn a total of 56.00 from holding Transmissora Aliana de or generate 5.03% return on investment over 90 days. Transmissora Aliana de is generating 0.0833% of daily returns and assumes 1.0495% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than Transmissora, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Transmissora Aliana Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transmissora Aliana's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Transmissora Aliana de, and traders can use it to determine the average amount a Transmissora Aliana'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 = 0.0793
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Estimated Market Risk
| 1.05 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Transmissora Aliana is performing at about 6% 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 Transmissora Aliana by adding it to a well-diversified portfolio.
Transmissora Aliana Fundamentals Growth
Transmissora Stock prices reflect investors' perceptions of the future prospects and financial health of Transmissora Aliana, and Transmissora Aliana 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 Transmissora Stock performance.
| Return On Equity | 0.27 | |||
| Return On Asset | 0.0811 | |||
| Profit Margin | 0.65 % | |||
| Operating Margin | 0.78 % | |||
| Current Valuation | 19.14 B | |||
| Shares Outstanding | 590.71 M | |||
| Price To Book | 1.76 X | |||
| Price To Sales | 4.33 X | |||
| Revenue | 3.47 B | |||
| EBITDA | 3.07 B | |||
| Cash And Equivalents | 380.6 M | |||
| Total Debt | 5.85 B | |||
| Book Value Per Share | 20.18 X | |||
| Cash Flow From Operations | 1.45 B | |||
| Earnings Per Share | 1.80 X | |||
| Total Asset | 15.9 B | |||
About Transmissora Aliana Performance
To evaluate Transmissora Aliana 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 Transmissora Aliana 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 Transmissora 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 Transmissora Aliana market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Transmissora'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.Things to note about Transmissora Aliana performance evaluation
Checking the ongoing alerts about Transmissora Aliana for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Transmissora Aliana help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| About 63.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Transmissora Aliana'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 Transmissora Aliana's stock is overvalued or undervalued compared to its peers.
- Examining Transmissora Aliana'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 Transmissora Aliana's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transmissora Aliana's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Transmissora Aliana's stock. These opinions can provide insight into Transmissora Aliana's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Transmissora Aliana de. 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 Transmissora Aliana information on this page should be used as a complementary analysis to other Transmissora Aliana's 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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Transmissora Stock analysis
When running Transmissora Aliana's price analysis, check to measure Transmissora Aliana'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 Transmissora Aliana is operating at the current time. Most of Transmissora Aliana's value examination focuses on studying past and present price action to predict the probability of Transmissora Aliana's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transmissora Aliana's price. Additionally, you may evaluate how the addition of Transmissora Aliana to your portfolios can decrease your overall portfolio volatility.
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