SKAND ENSK (Germany) Buy or Sell Recommendation

Macroaxis provides SKAND ENSK BKN A FR SK10 buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding SKAND ENSK positions. The advice algorithm takes into account all of SKAND ENSK BKN A FR SK10 available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from SKAND ENSK buy-and-hold prospective. Also please take a look at SKAND ENSK Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
SKAND ENSK BKN A FR SK10 -- Germany Stock  

EUR 10.78  0.09  0.84%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding SKAND ENSK BKN A FR SK10 is 'Strong Hold'.
For the selected time horizon SKAND ENSK BKN A FR SK10 has a risk adjusted performance of 0.0082, jensen alpha of (0.081941), total risk alpha of (0.62), sortino ratio of (0.27) and treynor ratio of (0.014805)
This buy or sell recommendation tool can be used to cross verify current analyst consensus on SKAND ENSK BKN A FR SK10 and to analyze the corporation potential to grow for few more years. Please be advised to validate SKAND ENSK BKN A FR SK10 Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.0Value At Risk-0.8349
Potential Upside2.168Standard Deviation0.9047
 Return Density 
      Distribution 

SKAND ENSK Greeks

α
Alpha over DOW
=(0.081941) 
βBeta against DOW= 0.41 
σ
Overall volatility
= 0.88 
 IrInformation ratio =(0.21) 

SKAND ENSK Volatility Alert

SKAND ENSK BKN A FR SK10 exhibits relatively low volatility with skewness of 1.23 and kurtosis of 1.89. However, we advice investors to further investigate SKAND ENSK BKN A FR SK10 to make sure all market statistics is disseminated and is consistent with investors' estimations about SKAND ENSK upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare SKAND ENSK to competition
FundamentalsSKAND ENSKPeer Average
Number of Employees2810.67 K
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0082
Market Risk Adjusted Performance(0.004805)
Mean Deviation0.6153
Semi Deviation0.6234
Downside Deviation0.7071
Coefficient Of Variation23312.42
Standard Deviation0.9047
Variance0.8185
Information Ratio(0.21)
Jensen Alpha(0.081941)
Total Risk Alpha(0.62)
Sortino Ratio(0.27)
Treynor Ratio(0.014805)
Maximum Drawdown3.81
Value At Risk(0.83)
Potential Upside2.17
Downside Variance0.5
Semi Variance0.3887
Expected Short fall(0.97)
Skewness1.23
Kurtosis1.89