SAN EL (Turkey) Performance
The firm has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SAN EL's returns are expected to increase less than the market. However, during the bear market, the loss of holding SAN EL is expected to be smaller as well. SAN EL Muhendislik has an expected return of -0.0635%. Please make sure to validate SAN EL market risk adjusted performance, variance, as well as the relationship between the Variance and value at risk , to decide if SAN EL Muhendislik performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SAN EL Muhendislik Elektrik has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong essential indicators, SAN EL is not utilizing all of its potentials. The recent stock price confusion, may contribute to short-horizon losses for the traders. ...more
| Total Cashflows From Investing Activities | -454.6 K |
SAN |
SAN EL Relative Risk vs. Return Landscape
If you would invest 3,158 in SAN EL Muhendislik Elektrik on January 30, 2024 and sell it today you would lose (224.00) from holding SAN EL Muhendislik Elektrik or give up 7.09% of portfolio value over 90 days. SAN EL Muhendislik Elektrik is generating negative expected returns and assumes 3.3802% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than SAN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAN EL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAN EL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAN EL Muhendislik Elektrik, and traders can use it to determine the average amount a SAN EL'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 = -0.0188
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SANEL |
Estimated Market Risk
| 3.38 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SAN EL 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 SAN EL by adding SAN EL to a well-diversified portfolio.
SAN EL Fundamentals Growth
SAN Stock prices reflect investors' perceptions of the future prospects and financial health of SAN EL, and SAN EL 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 SAN Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | -0.0973 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | (0.21) % | |||
| Current Valuation | 142.57 M | |||
| Shares Outstanding | 18.26 M | |||
| Price To Earning | 52.86 X | |||
| Price To Book | 2.60 X | |||
| Price To Sales | 7.93 X | |||
| Revenue | 33.29 M | |||
| EBITDA | (6.54 M) | |||
| Cash And Equivalents | 3.85 M | |||
| Cash Per Share | 0.29 X | |||
| Total Debt | 3.99 M | |||
| Debt To Equity | 19.70 % | |||
| Book Value Per Share | 0.64 X | |||
| Cash Flow From Operations | 840.44 K | |||
| Earnings Per Share | (0.11) X | |||
| Total Asset | 37 M | |||
| Retained Earnings | 3 M | |||
| Current Asset | 35 M | |||
| Current Liabilities | 13 M | |||
Things to note about SAN EL Muhendislik performance evaluation
Checking the ongoing alerts about SAN EL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAN EL Muhendislik help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SAN EL Muhendislik is not yet fully synchronised with the market data | |
| SAN EL Muhendislik generated a negative expected return over the last 90 days | |
| SAN EL Muhendislik has some characteristics of a very speculative penny stock | |
| SAN EL Muhendislik has high historical volatility and very poor performance | |
| The company reported the revenue of 33.29 M. Net Loss for the year was (3.9 M) with profit before overhead, payroll, taxes, and interest of 3.68 M. | |
| About 55.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing SAN EL'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 SAN EL's stock is overvalued or undervalued compared to its peers.
- Examining SAN EL'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 SAN EL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAN EL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAN EL's stock. These opinions can provide insight into SAN EL'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. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Other Tools for SAN Stock
When running SAN EL's price analysis, check to measure SAN EL'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 SAN EL is operating at the current time. Most of SAN EL's value examination focuses on studying past and present price action to predict the probability of SAN EL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAN EL's price. Additionally, you may evaluate how the addition of SAN EL to your portfolios can decrease your overall portfolio volatility.
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