PerformanceRiskValuationProfitabilityCashflowLiquidityESGRevenue & Geographic ExposureForecastFinancial GrowthIncome GrowthCashflow GrowthBalance Sheet Growth
Metsä Board Oyj (METSA.HE)
5.580.04 (-0.71%)
5.38 - 5.60
4.95 - 8.28
2.3K / 2.4K (Avg.)
-279.00 | -0.02
Total Return
-43.00%
Annual Return
-17.19%
Risk (Volatility)
36.17%
Risk-Return Assessment:
-43.00%
Cumulative return has not kept pace with inflation, indicating potential loss of purchasing power.
-17.19%
Low or negative annualized return indicates poor yearly performance.
36.17%
High volatility suggests significant price swings and higher risk.
-0.76
Low or negative Sharpe ratio suggests poor risk-adjusted performance.
-0.65
Low Sortino ratio suggests poor downside risk management.
60.00%
Large maximum drawdown suggests significant potential losses.
-0.29
Low Calmar ratio suggests poor return relative to drawdown risk.
0.03
Beta lower than 1.0 indicates less risk than the market.
-16.28%
Negative alpha suggests underperformance relative to the benchmark.
16.29%
High VaR suggests significant potential losses in extreme scenarios based on given confidence interval.
22.25%
High CVaR suggests significant losses in worst-case scenarios.
-0.74
Low information ratio suggests poor active management value.
0.02%
Lower R-squared indicates performance is not strongly correlated with market, so returns are independent of overall market movements.
-572.85
Low Treynor ratio suggests poor return relative to market risk.
10.28%
Low upside capture suggests missing out on market rallies.
27.06%
Low downside capture indicates good protection during market declines.