DONGBEI (China) Performance

DONGBEI -- China Stock  

USD 1.61  0.01  0.62%

Macroaxis gives DONGBEI performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1686 which denotes to the fact that as returns on market increase, DONGBEI returns are expected to increase less than the market. However during bear market, the loss on holding DONGBEI will be expected to be smaller as well.. Even though it is essential to pay attention to DONGBEI historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DONGBEI exposes twenty-one different technical indicators which can help you to evaluate its performance. DONGBEI has expected return of -0.424%. Please be advised to confirm DONGBEI Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if DONGBEI past performance will be repeated at future time.
Investment Horizon     30 Days    Login   to change

DONGBEI Relative Risk vs. Return Landscape

If you would invest  177  in DONGBEI on November 10, 2017 and sell it today you would lose (16)  from holding DONGBEI or give up 9.04% of portfolio value over 30 days. DONGBEI is generating negative expected returns and assumes 1.0869% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than DONGBEI and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, DONGBEI is expected to under-perform the market. In addition to that, the company is 2.15 times more volatile than its market benchmark. It trades about -0.39 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of volatility.

0 

Risk-Adjusted Performance

Over the last 30 days DONGBEI has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

DONGBEI Sharpe Ratio = -0.3901
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Estimated Market Risk

 1.09
  actual daily
 
 90 %
of total potential
  

Expected Return

 -0.42
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.39
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average DONGBEI is performing at about 0% of its full potential. 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 DONGBEI by adding it to a well-diversified portfolio.