Vytrus Biotech (Spain) Performance
| VYT Stock | 2.16 0.02 0.92% |
The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vytrus Biotech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vytrus Biotech is expected to be smaller as well. At this point, Vytrus Biotech SA has a negative expected return of -0.52%. Please make sure to validate Vytrus Biotech's rate of daily change, and the relationship between the kurtosis and market facilitation index , to decide if Vytrus Biotech 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 Vytrus Biotech SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
Vytrus |
Vytrus Biotech Relative Risk vs. Return Landscape
If you would invest 322.00 in Vytrus Biotech SA on September 4, 2024 and sell it today you would lose (106.00) from holding Vytrus Biotech SA or give up 32.92% of portfolio value over 90 days. Vytrus Biotech SA is producing return of less than zero assuming 4.0422% volatility of returns over the 90 days investment horizon. Simply put, 35% of all stocks have less volatile historical return distribution than Vytrus Biotech, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vytrus Biotech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vytrus Biotech's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vytrus Biotech SA, and traders can use it to determine the average amount a Vytrus Biotech'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 = -0.1287
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| Negative Returns | VYT |
Estimated Market Risk
| 4.04 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.52 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vytrus Biotech 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 Vytrus Biotech by adding Vytrus Biotech to a well-diversified portfolio.
Things to note about Vytrus Biotech SA performance evaluation
Checking the ongoing alerts about Vytrus Biotech for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vytrus Biotech SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vytrus Biotech SA generated a negative expected return over the last 90 days | |
| Vytrus Biotech SA has high historical volatility and very poor performance |
- Analyzing Vytrus Biotech'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 Vytrus Biotech's stock is overvalued or undervalued compared to its peers.
- Examining Vytrus Biotech'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 Vytrus Biotech's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vytrus Biotech's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vytrus Biotech's stock. These opinions can provide insight into Vytrus Biotech's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Vytrus Stock analysis
When running Vytrus Biotech's price analysis, check to measure Vytrus Biotech'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 Vytrus Biotech is operating at the current time. Most of Vytrus Biotech's value examination focuses on studying past and present price action to predict the probability of Vytrus Biotech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vytrus Biotech's price. Additionally, you may evaluate how the addition of Vytrus Biotech to your portfolios can decrease your overall portfolio volatility.
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