SHW AG (Germany) Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
SHW AG -- Germany Stock  

EUR 34.56  0.11  0.32%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding SHW AG is 'Hold'.
For the selected time horizon SHW AG has a risk adjusted performance of 0.0636, jensen alpha of 0.0369, total risk alpha of (0.28), sortino ratio of (0.23) and treynor ratio of 0.4925
Macroaxis recommendation module can be used to complement SHW AG buy or sell recommendation provided by average analyst sentiment. It analyzes the firm potential to grow using fundamental, technical, data market data available at this particular time. Please be advised to validate SHW AG Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.086091Value At Risk0.91
Potential Upside1.14Standard Deviation0.67
 Return Density 
      Distribution 

SHW AG Greeks

α
Alpha over DOW
=0.036947
βBeta against DOW=0.15
σ
Overall volatility
=0.67
 IrInformation ratio =0.26

SHW AG Volatility Alert

SHW AG exhibits relatively low volatility with skewness of 0.32 and kurtosis of 1.45. However, we advice investors to further investigate SHW AG to make sure all market statistics is disseminated and is consistent with investors' estimations about SHW AG upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare SHW AG to competition
FundamentalsSHW AGPeer Average
Number of Employees910.67 K
SellBuy
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 Performance0.0636
Market Risk Adjusted Performance0.5025
Mean Deviation0.4722
Semi Deviation0.5217
Downside Deviation0.782
Coefficient Of Variation782.58
Standard Deviation0.6737
Variance0.4539
Information Ratio(0.26)
Jensen Alpha0.0369
Total Risk Alpha(0.28)
Sortino Ratio(0.23)
Treynor Ratio0.4925
Maximum Drawdown3.12
Value At Risk(0.91)
Potential Upside1.14
Downside Variance0.6115
Semi Variance0.2722
Expected Short fall(0.56)
Skewness0.3196
Kurtosis1.45