ASOS PLC (Germany) Buy or Sell Recommendation

Macroaxis provides ASOS PLC LS 035 buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ASOS PLC positions. The advice algorithm takes into account all of ASOS PLC LS 035 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ASOS PLC buy-and-hold prospective. Additionally see ASOS PLC Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
ASOS PLC LS 035 -- Germany Stock  

EUR 68.34  0.02  0.0293%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding ASOS PLC LS 035 is 'Strong Hold'.
For the selected time horizon ASOS PLC LS 035 has a risk adjusted performance of 0.1139, jensen alpha of 0.1759, total risk alpha of (0.28), sortino ratio of 0.0555 and treynor ratio of 0.5759
Macroaxis provides unbiased buy, hold, or sell recommendation on ASOS PLC LS that should be used to complement current analysts and expert consensus on ASOS PLC LS 035. Our buy or sell advice engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please be advised to confirm ASOS PLC LS Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.29Value At Risk1.11
Potential Upside2.59Standard Deviation1.31
 Return Density 
      Distribution 

ASOS PLC Greeks

α
Alpha over DOW
=0.18
βBeta against DOW=0.48
σ
Overall volatility
=1.28
 IrInformation ratio =0.0512

ASOS PLC Volatility Alert

ASOS PLC LS 035 has relatively low volatility with skewness of 0.42 and kurtosis of 0.27. However, we advise all investors to independently investigate ASOS PLC LS 035 to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare ASOS PLC to competition
FundamentalsASOS PLCPeer Average
Number of Employees810.67 K
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1139
Market Risk Adjusted Performance0.5859
Mean Deviation0.9675
Semi Deviation0.7893
Downside Deviation1.21
Coefficient Of Variation459.43
Standard Deviation1.31
Variance1.72
Information Ratio0.0512
Jensen Alpha0.1759
Total Risk Alpha(0.28)
Sortino Ratio0.0555
Treynor Ratio0.5759
Maximum Drawdown4.17
Value At Risk(1.11)
Potential Upside2.59
Downside Variance1.47
Semi Variance0.6231
Expected Short fall(1.14)
Skewness0.4199
Kurtosis0.2721